Large deviations for Bernstein bridges
2016 (English)In: Stochastic Processes and their Applications, ISSN 0304-4149, E-ISSN 1879-209X, Vol. 126, no 5, 1285-1305 p.Article in journal (Refereed) Published
Bernstein processes over a finite time interval are simultaneously forward and backward Markov processes with arbitrarily fixed initial and terminal probability distributions. In this paper, a large deviation principle is proved for a family of Bernstein processes (depending on a small parameter ħ which is called the Planck constant) arising naturally in Euclidean quantum physics. The method consists in nontrivial Girsanov transformations of integral forms, suitable equivalence forms for large deviations and the (local and global) estimates on the parabolic kernel of the Schrödinger operator.
Place, publisher, year, edition, pages
Elsevier, 2016. Vol. 126, no 5, 1285-1305 p.
Bernstein process; Large deviation principle; Girsanov transformation; Rate function; Schrödinger operator
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:liu:diva-126107DOI: 10.1016/j.spa.2015.11.003ISI: 000373653500001OAI: oai:DiVA.org:liu-126107DiVA: diva2:911838
Funding agencies: NTU MOE Tier 2 Grant [ARC3/13]; FCT [PTDC/MAT-STA/0975/2014]2016-03-142016-03-142016-05-04