Large Deviation Principle for Additive Functionals of Brownian Motion Corresponding to Kato Measures

Masayoshi Takeda

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)

Abstract

Let (Bt, PxW) be the Brownian motion. Let μ be a Radon measure in the Kato class and Atμ the additive functional associated with μ. We prove that At μt obeys the large deviation principle.

Original languageEnglish
Pages (from-to)51-67
Number of pages17
JournalPotential Analysis
Volume19
Issue number1
DOIs
Publication statusPublished - 2003 Aug

Keywords

  • Additive functional
  • Brownian motion
  • Kato measure
  • Large deviation

ASJC Scopus subject areas

  • Analysis

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