Brownian bridges on Riemannian manifolds

DOI10.1007/BF01288561zbMath0698.58052WikidataQ115393739 ScholiaQ115393739MaRDI QIDQ912457

N. E. Zubov

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Riemannian manifoldBrownian bridgeprobability measurelarge deviation property

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Brownian motion (60J65) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Global Riemannian geometry, including pinching (53C20) Convergence of probability measures (60B10)

Related Items (13)

Large deviations for Bernstein bridges ⋮ Large deviations for Brownian motion on the Sierpiński gasket ⋮ Aronson's estimates and conditional diffusion processes ⋮ Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes ⋮ Large deviations for Markov bridges with jumps ⋮ From second-order differential geometry to stochastic geometric mechanics ⋮ Local spectral gaps on loop spaces. ⋮ Markov bridges: SDE representation ⋮ Finding Transition Pathways on Manifolds ⋮ On the semimartingale property of Brownian bridges on complete manifolds ⋮ Large deviations of conditioned diffusions and applications ⋮ On the large deviation principle of generalized Brownian bridges ⋮ Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

Cites Work

• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
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