LARGE DEVIATION PROPERTY FOR RlEMANNIAN BROWNIAN MOTION ON A COMPLETE MANIFOLD |
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Authors: | Qian Zhongmin |
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Institution: | Department of Applied Mathematics, Shanghai Institute of Railway Technology, Shanghai 200333, China. |
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Abstract: | Let M be a connected, complete Riemannian manifold with Ricci curvatuife bounded from below, p(t,x,y) be the transition density function of the Riemannian Brownian motion, and for each $\epsilon >0,(P_{\epsilon,x})$ be the diffusion measure family associated with the transition density function p(\epsilon t,x, y). In this paper, it is shown that (P_{\epsilon ,x}) has strongly large deviation properties $\epsilon \rightarrow 0$. |
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Keywords: | |
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