Large deviation for stochastic line integrals as L^p-currents

DOI10.1007/S00440-009-0219-5zbMATH Open1196.60039OpenAlexW2062257712MaRDI QIDQ975310FDOQ975310

Authors: Shigeo Kusuoka, Kazumasa Kuwada, Yozo Tamura 

Publication date: 9 June 2010

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-009-0219-5

Recommendations

• On large deviations for random currents induced from stochastic line integrals
• scientific article; zbMATH DE number 4028507
• Large deviations for a class of stochastic partial differential equations
• A large deviation principle for stochastic integrals
• Large deviations for a class of semilinear stochastic partial differential equations
• scientific article; zbMATH DE number 4062258
• Large deviations for quasilinear parabolic stochastic partial differential equations
• On large deviations for Poisson stochastic integrals
• Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations

zbMATH Keywords

large deviationempirical distributioncurrent-valued processstochastic line integral

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Stochastic analysis on manifolds
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On general minimax theorems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Limit theorems for a class of diffusion processes
• On large deviations for random currents induced from stochastic line integrals
• Stochastic currents
• Integral of differential forms along the path of diffusion processes
• \(L^ p\) contraction semigroups for vector valued functions
• Sobolev spaces on a Riemannian manifold and their equivalence
• On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model
• Stochastic intersection number and homological behaviors of diffusion processes on Riemannian manifolds
• Large deviation for a class of current-valued processes
• Sample path large deviations for a class of random currents.

Cited In (11)

• Flows, currents, and cycles for Markov chains: large deviation asymptotics
• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
• Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus
• Large deviations of the empirical flow for continuous time Markov chains
• On large deviations for random currents induced from stochastic line integrals
• A formal view on level 2.5 large deviations and fluctuation relations
• Laplace approximation for stochastic line integrals
• Sample path large deviations for a class of random currents.
• A function space large deviation principle for certain stochastic integrals
• Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
• Large deviations and continuity estimates for the derivative of a random model of \(|\zeta|\) on the critical line

This page was built for publication: Large deviation for stochastic line integrals as \(L^{p}\)-currents

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q975310)