AbstractWe 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 infinity of different large deviation principles for different subsequences, with different (good) rate functions. Thus, instead of taking the time scaling ε→0, we prove that the large deviations hold for εnz≡(25)nz as n→∞ using one parameter family of rate functions Iz(z∈[25,1)). As a corollary, we obtain Strassen-type laws of the iterated logarithm
The large deviations analysis of solutions to stochastic differential equations and related processe...
Consider {X(t,epsilon) : t>=0} (epsilon>0), the solution starting from 0 of a stochastic differentia...
AbstractLet W denote standard Brownian motion. We consider large deviations for ε12W as ε tends to z...
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...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
AbstractWe prove that Schilder's theorem, giving large deviations estimates for the Brownian motion ...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
AbstractA moderate deviation principle and a Strassen-type law of the iterated logarithm for the sma...
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...
AbstractWe study long-time asymptotic behavior of the current-valued processes on compact Riemannian...
AbstractIn this paper, we establish a small time large deviation principle for diffusion processes o...
AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process ...
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
The large deviations analysis of solutions to stochastic differential equations and related processe...
Consider {X(t,epsilon) : t>=0} (epsilon>0), the solution starting from 0 of a stochastic differentia...
AbstractLet W denote standard Brownian motion. We consider large deviations for ε12W as ε tends to z...
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...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
AbstractWe prove that Schilder's theorem, giving large deviations estimates for the Brownian motion ...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
AbstractA moderate deviation principle and a Strassen-type law of the iterated logarithm for the sma...
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...
AbstractWe study long-time asymptotic behavior of the current-valued processes on compact Riemannian...
AbstractIn this paper, we establish a small time large deviation principle for diffusion processes o...
AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process ...
AbstractWe study the Strassen’s law of the iterated logarithm for diffusion processes for small valu...
AbstractLet WH={WH(t),t∈R} be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, ...
The large deviations analysis of solutions to stochastic differential equations and related processe...
Consider {X(t,epsilon) : t>=0} (epsilon>0), the solution starting from 0 of a stochastic differentia...
AbstractLet W denote standard Brownian motion. We consider large deviations for ε12W as ε tends to z...