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arXiv · 1204.4525

A variational representation and large deviations for functionals of G-Brownian motion

Fuqing Gao
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Abstract

A variational representation for functionals of G-Brownian motion is established by a finite-dimensional approximate technique. As an application of the variational representation, we obtain a large deviation principle for stochastic flows driven by G-Brownian motion.

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Fuqing Gao. 2012-04-20. A variational representation and large deviations for functionals of G-Brownian motion. https://arxiv.org/abs/1204.4525

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