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

• Large deviations and the Malliavin calculus
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Gradient estimates for harmonic functions on regular domains in Riemannian manifolds
• Path integral formulae for heat kernels and their derivatives
• Absence of spectral gaps on a class of loop spaces
• Die Resolvente von Delta auf symmetrischen Räumen vom nichtkompakten Typ
• Concentration of the Brownian bridge on the hyperbolic plane
• Study of a functional linked to Bessel bridge
• The Martin compactification of the Cartesian product of two hyperbolic spaces.
• On the differentiation of heat semigroups and poisson integrals
• A Panoramic View of Riemannian Geometry
• Diffusion Processes in One Dimension
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