Large Deviation Principle for complex solution to squared Bessel SDE

Arnab Chowdhury; Atul Shekhar

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arXiv · 2311.11635

Large Deviation Principle for complex solution to squared Bessel SDE

Arnab Chowdhury·Atul Shekhar

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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 $-\infty$.

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Arnab Chowdhury, Atul Shekhar. 2023-11-20. Large Deviation Principle for complex solution to squared Bessel SDE. https://arxiv.org/abs/2311.11635

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