Large deviation for pinned covering diffusion

Authors
Citation
K. Ichihara, Large deviation for pinned covering diffusion, B SCI MATH, 125(6-7), 2001, pp. 529-551
Citations number
7
Categorie Soggetti
Mathematics
Journal title
BULLETIN DES SCIENCES MATHEMATIQUES
ISSN journal
00074497 → ACNP
Volume
125
Issue
6-7
Year of publication
2001
Pages
529 - 551
Database
ISI
SICI code
0007-4497(200108/10)125:6-7<529:LDFPCD>2.0.ZU;2-I
Abstract
We shall establish large deviations for the pinned motions of a periodic di ffusion process on n dimensional Euclidean space and the Brownian motion on 2 dimensional Lobachevsky space. It will be shown that the rate functions for the large deviations are corresponding to the infinitesimal generators of the diffusion processes obtained from the above processes through a kind of harmonic transform by positive principal eigenfunctions. (C) 2001 Editi ons scientifiques et medicales Elsevier SAS.