We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Because of the subtle oscillation of hitting times of the process, no large deviation principle can hold. In fact, our result shows that there is an innity of dierent large deviation principles for dierent subsequences, with dierent (good) rate functions. Thus, instead of taking the time scaling ! 0, we prove that the large deviations hold for zn ( 25)nz as n! 1 using one parameter family of rate functions I z (z 2 [ 25; 1)). As a corollary, we obtain Strassen-type law
We prove a process-level large deviation principle for the space-time empirical averages of continuo...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
The large deviations analysis of solutions to stochastic differential equations and related processe...
AbstractWe study large deviations for Brownian motion on the Sierpinski gasket in the short time lim...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
報告番号: 甲24976 ; 学位授与年月日: 2009-03-23 ; 学位の種別: 課程博士 ; 学位の種類: 博士(数理科学) ; 学位記番号: 博数理第331号 ; 研究科・専攻: 数理科学研...
We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motio...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
29 pagesWe prove large deviations principles in large time, for the Brownian occupation time in rand...
AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process ...
A quenched large deviation principle for Brownian motion in a stationary potential is proved. As the...
Abstract: Consider {Xεt: t ≥ 0} (ε> 0), the solution starting from 0 of a stochastic differential...
AbstractLet Z = {hellip;, − 1, 0, 1, …}, ξ, ξn, n ϵ Z a doubly infinite sequence of i.i.d. random va...
30 pages, 48 ref.We establish a large deviation principle for time dependent trajectories (paths) of...
We prove a process-level large deviation principle for the space-time empirical averages of continuo...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
The large deviations analysis of solutions to stochastic differential equations and related processe...
AbstractWe study large deviations for Brownian motion on the Sierpinski gasket in the short time lim...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
報告番号: 甲24976 ; 学位授与年月日: 2009-03-23 ; 学位の種別: 課程博士 ; 学位の種類: 博士(数理科学) ; 学位記番号: 博数理第331号 ; 研究科・専攻: 数理科学研...
We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motio...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
29 pagesWe prove large deviations principles in large time, for the Brownian occupation time in rand...
AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process ...
A quenched large deviation principle for Brownian motion in a stationary potential is proved. As the...
Abstract: Consider {Xεt: t ≥ 0} (ε> 0), the solution starting from 0 of a stochastic differential...
AbstractLet Z = {hellip;, − 1, 0, 1, …}, ξ, ξn, n ϵ Z a doubly infinite sequence of i.i.d. random va...
30 pages, 48 ref.We establish a large deviation principle for time dependent trajectories (paths) of...
We prove a process-level large deviation principle for the space-time empirical averages of continuo...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
The large deviations analysis of solutions to stochastic differential equations and related processe...