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Uniform large deviation for pinned hyperbolic Brownian motion

  • Kanji Ichihara EMAIL logo
Published/Copyright: April 23, 2010
Forum Mathematicum
From the journal Volume 23 Issue 4

Abstract

We shall establish uniform large deviations for the pinned Brownian motions on a class of two dimensional hyperbolic Riemannian manifolds. It will be shown that the corresponding rate function is given via the infinitesimal generator of a new diffusion process obtained by a harmonic transform of the Brownian motion based on a ground state for the Laplacian.

Received: 2006-12-21
Revised: 2009-10-08
Published Online: 2010-04-23
Published in Print: 2011-July

© de Gruyter 2011

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