Large Deviation Principle for complex solution to squared Bessel SDE
Probability
2023-11-21 v1
Abstract
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 .
Keywords
Cite
@article{arxiv.2311.11635,
title = {Large Deviation Principle for complex solution to squared Bessel SDE},
author = {Arnab Chowdhury and Atul Shekhar},
journal= {arXiv preprint arXiv:2311.11635},
year = {2023}
}
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12 Pages