Summary
Let λ>0 be a constant and let λ−1 <q(x) < λ be a bounded measurable function. We consider the large deviation problem for the diffusion process with generator
We are going to prove that its density function satisfies
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Research supported by N.S.F. grant DMS-9204038
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Zheng, W. A large deviation result for a class of Dirichlet processes. Probab. Th. Rel. Fields 101, 237–249 (1995). https://doi.org/10.1007/BF01375827
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DOI: https://doi.org/10.1007/BF01375827
Mathematics Subject Classification (1991)
- 60J65
- 60J60
- 58G32
- 58G11