Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
Yuzuru Inahama · Transactions of the American Mathematical Society · 2015
Since T. Lyons invented rough path theory, one of its most successful applications is a new proof of Freidlin-Wentzell’s large deviation principle for diffusion processes. In this paper we extend this method to the case of pinned diffusion processes under a mild ellipticity assumption. Besides rough path theory, our main tool is quasi-sure analysis, which is a kind of potential theory in Malliavin calculus.