Large deviation principle for the intersection measure of Brownian motions on unbounded domains

Abstract: Consider the intersection measure

e l l_{t}^{m a t h r m I S}

of

p

independent Brownian motions on

m a t h b b R^{d}

. In this article, we prove the large deviation principle for the normalized intersection measure

t^{- p} e l l_{t}^{m a t h r m I S}

as

t i g h t a r r o w i n f t y

, before exiting a (possibly unbounded) domain

D s u b s e t m a t h b b R^{d}

with smooth boundary. This is an extension of [W. K"onig and C. Mukherjee: Communications on Pure and Applied Mathematics, 66(2):263--306, 2013] which deals with the case

D

is bounded. Our essential contribution is to prove the so-called super-exponential estimate for the intersection measure of killed Brownian motions on such

D

by an application of the Chapman-Kolmogorov relation.

This page was built for publication: Large deviation principle for the intersection measure of Brownian motions on unbounded domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6340992)