Consider a class of uniformly elliptic diffusion processes { X_t }
t ≥ 0 on Euclidean spaces \bm{R}
d . We give an estimate of E
P_x \bigl[ exp (T ¶hi ({1}/{T} ∈t_0^T δ
X_t dt)) \big| X_T =y \bigr] as T → ∞ up to the order 1 + o(1), where δ
• means the delta measure, and ¶hi is a function on the set of measures on \bm{R}
d . This is a generalization of the works by Bolthausen-Deuschel-Tamura \cite{B-D-T} and Kusuoka-Liang \cite{K-L_Torus}, which studied the same problems for processes on compact state spaces.
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