Abstract
Let (1/2D, H1(Rd)) be the Dirichlet integral and (Bt, Pcursive Greek chiW) the Brownian motion on Rd. Let μ be a finite positive measure in the Kato class and Aμt the additive functional associated with μ. We prove that for a regular domain D of Rd limβ→∞ 1/β log Pcursive Greek chiW (AμτD > β) = - inf {1/2D(u, u) : u ∈ C0∞(D), ∫D u2 dμ = 1} for any cursive Greek chi ∈ D, where τD is the exit time from D. As an application, we consider the integrability of Wiener functional exp (AμτD).
Original language | English |
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Pages (from-to) | 235-247 |
Number of pages | 13 |
Journal | Potential Analysis |
Volume | 11 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1999 Jan 1 |
Keywords
- Additive functional
- Dirichlet form
- Exponenial decay of lifetime
- Large deviation
- Time change
ASJC Scopus subject areas
- Analysis