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)

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Cites work

• scientific article; zbMATH DE number 3812549 (Why is no real title available?)
• scientific article; zbMATH DE number 54277 (Why is no real title available?)
• scientific article; zbMATH DE number 1077335 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Analysis for diffusion processes on Riemannian manifolds
• Classical large deviation theorems on complete Riemannian manifolds
• Dynamical moderate deviations for the Curie-Weiss model
• Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
• Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations
• Large deviations for Markov-modulated diffusion processes with rapid switching
• Large deviations for stochastic processes.
• On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
• Riemannian geometry
• Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
• Stochastic analysis on manifolds

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