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We study Donsker–Watanabe&#39;s delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener space and admit a rough path lift. Our main result is a large deviation principle (LDP) of Schilder type for the lifted measures on the geometric rough path space as the scale parameter tends to zero. As a corollary, we obt...

Large Deviations for Rough Path Lifts of Watanabe's Pullbacks of Delta Functions