A variational representation and large deviations for functionals of G-Brownian motion
arXiv:1204.4525
Abstract
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.
The variational representation was announced at The 7th Workshop Markov Processes and Related Topics, Beijing Normal University, July 19-23, 2010(http://math.bnu.edu.cn/probab/Workshop2010/Talks/GaoFuqing.pdf)