Large Deviation Principle for Additive Functionals of Brownian Motion Corresponding to Kato Measures期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Large Deviation Principle for Additive Functionals of Brownian Motion Corresponding to Kato Measures

Authors:	Takeda Masayoshi

Affiliation:	(1) Department of Mathematics, Faculty of Science, Tohoku University, Japan

Abstract:	Let (B_t,P^W_x) be the Brownian motion. Let be a Radon measure in the Kato class and A_t the additive functional associated with . We prove that A_t/t obeys the large deviation principle.

Keywords:	large deviation additive functional Kato measure Brownian motion
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