Abstract
Gaussian White Noise, super-brownian motion and the diffusion-limit Fleming-Viot process are examples of such infinite-dimensional Markov processes with continuous paths and L2-martingale measures we study in this work as regards to their sample path large deviation probabilities and their associated large deviation rate functions in the limit of small perturbations. We present a unified approach based on Girsanov transform techniques. We derive the rate function as a Lagrangian functional and, as an alternative representation, via some generalized derivatives in a 'Cameron-Martin space'.
Original language | English (US) |
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Pages (from-to) | 467-499 |
Number of pages | 33 |
Journal | Bulletin des Sciences Mathematiques |
Volume | 123 |
Issue number | 6 |
DOIs | |
State | Published - Oct 1999 |
Keywords
- Cameron-Martin space
- Hamiltonian
- Martingale measure
- Rate function
- Superprocess
ASJC Scopus subject areas
- General Mathematics