Large deviation principle for complex solution to squared

被引：0
作者：
Chowdhury, Arnab [1 ]
Shekhar, Atul [1 ]
机构：
[1] Tata Inst Fundamental Res CAM, Bangalore 560065, India
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2024年 / 29卷
关键词：
large deviation principle; Bessel processes; Schramm-Loewner-evolutions; WENTZELL LARGE DEVIATIONS; EVOLUTION;
D O I：
10.1214/24-ECP632
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Complex solutions to squared Bessel SDEs appear naturally in relation to Schramm- Loewner evolutions. We prove the large deviation principle for such solutions as the dimension parameter tends to -infinity .
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页数：14
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