A variational representation and large deviations for functionals of G-Brownian motion
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🧮 math.PR
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g-brownianmotionrepresentationvariationalfunctionalslargeapplicationapproximate
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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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