Potential Analysis

, Volume 19, Issue 1, pp 51–67

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

  • Masayoshi Takeda
Article

Abstract

Let (Bt,PWx) be the Brownian motion. Let μ be a Radon measure in the Kato class and Aμt the additive functional associated with μ. We prove that Aμt/t obeys the large deviation principle.

large deviation additive functional Kato measure Brownian motion 

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Copyright information

© Kluwer Academic Publishers 2003

Authors and Affiliations

  • Masayoshi Takeda
    • 1
  1. 1.Department of Mathematics, Faculty of ScienceTohoku UniversityJapan

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