Abstract
Consider a class of uniformly elliptic diffusion processes on Euclidean spaces . We give an estimate of as up to the order , where means the delta measure, and is a function on the set of measures on . This is a generalization of the works by Bolthausen-Deuschel-Tamura [3] and Kusuoka-Liang [10], which studied the same problems for processes on compact state spaces.
Citation
Song LIANG. "Laplace approximations for large deviations of diffusion processes on Euclidean spaces." J. Math. Soc. Japan 57 (2) 557 - 592, April, 2005. https://doi.org/10.2969/jmsj/1158242071
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