We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than linear order. We show large deviation principles for empirical distributions of positions for pinned processes under some explicit conditions in terms of the coefficients of the generator. Such a problem was discussed by Donsker-Varadhan under some implicit conditions.
雑誌名
Journal of mathematical sciences, the University of Tokyo
巻
10
号
3
ページ
555 - 578
発行年
2003
ISSN
13405705
書誌レコードID
AA11021653
フォーマット
application/pdf
日本十進分類法
415
Mathematical Reviews Number
MR2002478
Mathmatical Subject Classification
60F10(MSC1991)
60J60(MSC1991)
出版者
Graduate School of Mathematical Sciences, The University of Tokyo
Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space
jms100305.pdf
(226.59KB)
