Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds

2021/09/30 by Inahama, Yuzuru · 1 citation
#53C17 #58J65 #60F10 #60H07 #60L90 #Differential Geometry (math.DG) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2109.14841

Abstract

In this paper we study a large deviation principle of Freidlin-Wentzell type for pinned hypoelliptic diffusion measures associated with a natural sub-Laplacian on a compact sub-Riemannian manifold. To prove this large deviation principle, we use rough path theory and manifold-valued Malliavin calculus.

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• Fractional Diffusion Bridges

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