Large deviations for slow-fast processes on connected complete Riemannian manifolds

DOI10.1016/J.SPA.2024.104478MaRDI QIDQ6635680FDOQ6635680

Authors: Yanyan Hu, Richard Clemens Kraaij, Fubao Xi 

Publication date: 12 November 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

comparison principleHamilton-Jacobi-Bellman equationslarge deviation principleRiemannian manifoldaction-integral representation

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Transition functions, generators and resolvents (60J35)

Cites Work

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• Dynamical moderate deviations for the Curie-Weiss model
• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
• Classical large deviation theorems on complete Riemannian manifolds
• Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations

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