“…Large deviation theory gained its attention in the past few decades due to its wide range of applications in the areas like mathematical finance, risk management, fluid mechanics, statistical mechanics, quantum physics, etc (cf. [7,11,13,16,17,20,22,46,49,50,55,57,59,61,64,65,66], etc and the references therein). The small time large deviation principle (LDP) examines the asymptotic behavior of the tails of a family of probability measures at a given point in space when the time is very small.…”