Large Deviations for Small Noise Hypoelliptic Diffusion Bridges on Sub-Riemannian Manifolds

Yuzuru Inahama

doi:10.4171/prims/60-1-4

Large Deviations for Small Noise Hypoelliptic Diffusion Bridges on Sub-Riemannian Manifolds

Yuzuru Inahama

Division of Analysis

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	145-184
Number of pages	40
Journal	Publications of the Research Institute for Mathematical Sciences
Volume	60
Issue number	1
DOIs	https://doi.org/10.4171/prims/60-1-4
Publication status	Published - Oct 2 2024

All Science Journal Classification (ASJC) codes

General Mathematics

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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.",

keywords = "large deviation principle, Malliavin calculus, pinned diffusion process, rough path theory, sub-Riemannian geometry",

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AB - 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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KW - pinned diffusion process

KW - rough path theory

KW - sub-Riemannian geometry

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Large Deviations for Small Noise Hypoelliptic Diffusion Bridges on Sub-Riemannian Manifolds

Abstract

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