Sample path large deviations for a class of random currents.

DOI10.1016/J.SPA.2003.07.003MaRDI QIDQ2574609zbMATH OpenOpenAlexFDO

Authors 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

Abelian coveringdiffusionlaw of the iterated logarithmlimit theoremmanifoldstochastic line integral

Mathematics Subject Classification ID

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

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Cited in

(5)

• Laplace approximation for stochastic line integrals
• Brownian and fractional Brownian stochastic currents via Malliavin calculus
• Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
• On large deviations for random currents induced from stochastic line integrals
• Large deviation for stochastic line integrals as \(L^{p}\)-currents

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