Large deviation principle for the intersection measure of Brownian motions on unbounded domains
نویسندگان
چکیده
Nous considérons la mesure d’intersection ℓtIS de p mouvements browniens indépendants sur Rd. prouvons un principe grande déviation pour normalisée t−pℓtIS lorsque t tend vers l’infini, avant sortir d’un domaine D⊂Rd (qui peut être non borné) avec une frontière lisse. Ce travail généralise [Comm. Pure Appl. Math. 66 (2013) 263–306] dans lequel D est borné. La contribution essentielle cet article prouver, par application relation Chapman–Kolmogorov, estimation sur-exponentielle des tués tel D. nouvel argument apporte aussi preuve plus simple le cas domaines bornés.
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ژورنال
عنوان ژورنال: Annales de l'I.H.P
سال: 2023
ISSN: ['0246-0203', '1778-7017']
DOI: https://doi.org/10.1214/22-aihp1244