Large deviation principle for bridges of degenerate diffusions

2013/03/12 by Ismaël Bailleul, Bailleul, Ismael
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Geometric Analysis and Curvature Flows #Probability (math.PR) #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1303.2854

openalex publication_date 2013/03/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in a space of Holder continuous functions, with a good rate function, when the travel time tends to 0. This leads to the identification of the deterministic first order asymptotics of the distribution of the bridge under generic conditions on the endpoints of the bridge.

Citations

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