Open Access
2024 Large deviation principle for complex solution to squared Bessel SDE
Arnab Chowdhury, Atul Shekhar
Author Affiliations +
Electron. Commun. Probab. 29: 1-13 (2024). DOI: 10.1214/24-ECP632

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

Download 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

Information

Received: 20 November 2023; Accepted: 18 September 2024; Published: 2024
First available in Project Euclid: 14 October 2024

Digital Object Identifier: 10.1214/24-ECP632

Subjects:
Primary: 60F10 , 60H10

Keywords: Bessel processes , large deviation principle , Schramm-Loewner-evolutions

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