Open Access
February 2010 Large deviations for stochastic flows of diffeomorphisms
Amarjit Budhiraja, Paul Dupuis, Vasileios Maroulas
Bernoulli 16(1): 234-257 (February 2010). DOI: 10.3150/09-BEJ203

Abstract

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property is shown for the solution of an optimization problem involving the large deviations rate function.

Citation

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Amarjit Budhiraja. Paul Dupuis. Vasileios Maroulas. "Large deviations for stochastic flows of diffeomorphisms." Bernoulli 16 (1) 234 - 257, February 2010. https://doi.org/10.3150/09-BEJ203

Information

Published: February 2010
First available in Project Euclid: 12 February 2010

zbMATH: 05815970
MathSciNet: MR2648756
Digital Object Identifier: 10.3150/09-BEJ203

Keywords: deformable templates , diffeomorphisms , image matching , Infinite-dimensional Brownian motion , infinite-dimensional SDEs , large deviations , semimartingales with a spatial parameter , small noise asymptotics , Stochastic flows

Rights: Copyright © 2010 Bernoulli Society for Mathematical Statistics and Probability

Vol.16 • No. 1 • February 2010
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