Large Deviation Principle for Additive Functionals of Brownian Motion Corresponding to Kato Measures
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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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© Kluwer Academic Publishers 2003