Sample Path Large Deviations for Diffusion Processes on Configuration Spaces over a Riemannian Manifold

• Röckner Michael

  Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25

• Zhang Tusheng S.

  Department of Mathematics, University of Manchester

抄録

In this paper, we establish a sample path large deviation principle for a class of diffusion processes on configuration spaces over a Riemannian manifold. The rate functional turns out to be the energy of the paths associated to the L²-Wasserstein distance.

収録刊行物

• Ｐｕｂｌｉｃａｔｉｏｎｓ　ｏｆ　ｔｈｅ　Ｒｅｓｅａｒｃｈ　Ｉｎｓｔｉｔｕｔｅ　ｆｏｒ　Ｍａｔｈｅｍａｔｉｃａｌ　Ｓｃｉｅｎｃｅｓ

  Ｐｕｂｌｉｃａｔｉｏｎｓ　ｏｆ　ｔｈｅ　Ｒｅｓｅａｒｃｈ　Ｉｎｓｔｉｔｕｔｅ　ｆｏｒ　Ｍａｔｈｅｍａｔｉｃａｌ　Ｓｃｉｅｎｃｅｓ 40 (2), 385-427, 2004

  国立大学法人 京都大学数理解析研究所

キーワード

• Dirichlet forms
• intrinsic metric
• large deviations
• configuration spaces
• energy of path
• Girsanov transform

詳細情報

• CRID: 1390282679932975488
• NII論文ID: 130003585559
• DOI: 10.2977/prims/1145475808
• ISSN: 16634926
• ISSN: 00345318
• MRID: 2049640
• Web Site: http://www.ems-ph.org/fulltext/10.2977/prims/1145475808
• 本文言語コード: en
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