Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.

DOI10.5802/AIF.2117zbMath1075.58019arXivmath/0409344OpenAlexW1680429292WikidataQ125863143 ScholiaQ125863143MaRDI QIDQ1777635

Thomas Simon, Marc Arnaudon

Publication date: 25 May 2005

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0409344

zbMATH Keywords

Brownian bridgecomparison theoremsheat kernellarge deviationsCartan-Hadamard manifoldCox-Ingersoll-Ross processrank-one noncompact symmetric space

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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