ONE-DIMENSIONAL EDWARDS MODEL Mar h 6, 2002 Rem o van der Hofstad 1 2 Frank den Hollander 3 Wolfgang K onig 4 Abstra t: In this paper we prove a large deviation prin iple for the empiri al drift of a onedimensional Brownian motion with self-repellen e alled the Edwards model. Our results extend earlier work in whi h a law of large numbers, respe tively, a entral limit theorem were derived. In ...

The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the process state is infinite dimensional. In this paper we show how such approximations can be avoided for a variety of infinite dimensional models driven by s...

Let t (dx) denote a three dimensional super-Brownian motion with deterministic initial state 0 (dx) = dx, the Lebesgue measure. Let V : R 3 7 ! R be HH older continuous with compact support, not identically zero and such that Z R 3 V (x)dx = 0. We show that log P Z t 0 Z R 3 V (x) s (dx)ds > bt 3=4 is of order t 1=2 as t ! 1, for b > 0. This should be compared with the known result for the case...