Large Deviation Principle for complex solution to squared Bessel SDE
Arnab ChowdhuryAtul Shekhar
所有作者
Arnab ChowdhuryAtul Shekhar
文献摘要
Complex solutions to squared Bessel SDEs appear naturally in relation to Schramm-Loewner evolutions. We prove a large deviation principle for such solutions as the dimension parameter tends to −∞.