Large deviations for Brownian motion on the Sierpinski gasket

Gerard Ben Arous and Takashi Kumagai

Stochastic Processes and their Applications, 2000, vol. 85, issue 2, 225-235

Abstract: We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Because of the subtle oscillation of hitting times of the process, no large deviation principle can hold. In fact, our result shows that there is an infinity of different large deviation principles for different subsequences, with different (good) rate functions. Thus, instead of taking the time scaling [var epsilon]-->0, we prove that the large deviations hold for as n-->[infinity] using one parameter family of rate functions . As a corollary, we obtain Strassen-type laws of the iterated logarithm.

Keywords: Large; deviation; Diffusion; Sierpinski; gasket; Fractal; Branching; process (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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