Sample path large deviations for a class of random currents.

DOI10.1016/j.spa.2003.07.003zbMath1075.60509OpenAlexW2067381568MaRDI QIDQ2574609

Kazumasa Kuwada

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.07.003

zbMATH Keywords

manifolddiffusionstochastic line integrallaw of the iterated logarithmlimit theoremAbelian covering

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (3)

Large deviation for stochastic line integrals as \(L^{p}\)-currents ⋮ Laplace approximation for stochastic line integrals ⋮ Brownian and fractional Brownian stochastic currents via Malliavin calculus

Cites Work

• Stochastic intersection number and homological behaviors of diffusion processes on Riemannian manifolds
• Large deviations and stochastic homogenization
• Integral of differential forms along the path of diffusion processes
• Large deviations for diffusion processes with homogenization and applications
• Large deviation for a class of current-valued processes
• Albanese maps and off diagonal long time asymptotics for the heat kernel
• Asymptotic distributions associated with the Laplacian for forms
• On large deviations for random currents induced from stochastic line integrals
• Limit theorems for a class of diffusion processes
• Asymptotic evaluation of certain markov process expectations for large time, I
• On Large Deviations from the Invariant Measure
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