LARGE DEVIATION PROPERTY FOR RlEMANNIAN BROWNIAN MOTION ON A COMPLETE MANIFOLD

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Qian Zhongmin.LARGE DEVIATION PROPERTY FOR RlEMANNIAN BROWNIAN MOTION ON A COMPLETE MANIFOLD[J].Chinese Annals of Mathematics B,1993,14(2):237~244
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Authors:

Qian Zhongmin;
Abstract: Let M be a connected, complete Riemannian manifold with Ricci curvatuife bounded from below, p(t,x,y) be the transition density function of the Riemannian Brownian motion, and for each $\epsilon >0,(P_{\epsilon,x})$ be the diffusion measure family associated with the transition density function p(\epsilon t,x, y). In this paper, it is shown that (P_{\epsilon ,x}) has strongly large deviation properties $\epsilon \rightarrow 0$.

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