Abstract
Complex solutions to squared Bessel SDEs appear naturally in relation to Schramm-Loewner evolutions. We prove the large deviation principle for such solutions as the dimension parameter tends to .
Funding Statement
A.S. and A.C. acknowledges the support from the project PIC RTI4001: Mathematics, Theoretical Sciences and Science Education.
Acknowledgments
A.S. wishes to thank Yilin Wang for various enlightening discussions on Large deviation for SLE, and Bangalore probability seminar group for discussing an earlier draft of this paper. We also thank anonymous referees for carefully reading this article and providing their helpful comments.
Citation
Arnab Chowdhury. Atul Shekhar. "Large deviation principle for complex solution to squared Bessel SDE." Electron. Commun. Probab. 29 1 - 13, 2024. https://doi.org/10.1214/24-ECP632
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