Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

DOI10.1007/978-3-319-44465-9_7MaRDI QIDQ5270099zbMATH OpenOpenAlexFDO

Authors I. Bailleul

Publication date 22 June 2017

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.2854

zbMATH Keywords

large deviationsheat kernel estimatespinned hypoelliptic diffusionsub-Riemannian diffusion processes

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

Abstract: We prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in a space of Holder continuous functions, with a good rate function, when the travel time tends to 0. This leads to the identification of the deterministic first order asymptotics of the distribution of the bridge under generic conditions on the endpoints of the bridge.

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Cited in

(17)

• Large deviations for Bernstein bridges
• On the large deviation principle of generalized Brownian bridges
• Large deviations for Markov bridges with jumps
• Small-time fluctuations for sub-Riemannian diffusion loops
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
• Brownian bridges on Riemannian manifolds
• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
• Small-time fluctuations for the bridge of a sub-Riemannian diffusion
• On sharp large deviations for the bridge of a general diffusion
• Diffusion in small time in incomplete sub-Riemannian manifolds
• Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds
• Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type
• An explicit local uniform large deviation bound for Brownian bridges
• Large deviations of conditioned diffusions and applications
• Analysis of the Anderson operator
• Side boundary potentials for a Kolmogorov-type PDE
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes

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