arXiv · 2004.00358
Large deviations for Brownian motion in evolving Riemannian manifolds
Abstract
We prove large deviations for $g(t)$-Brownian motion in a complete, evolving Riemannian manifold $M$ with respect to a collection $\{g(t)\}_{t\in [0,1]}$ of Riemannian metrics, smoothly depending on $t$. We show how the large deviations are obtained from the large deviations of the (time-dependent) horizontal lift of $g(t)$-Brownian motion to the frame bundle $FM$ over $M$. The latter is proved by embedding the frame bundle into some Euclidean space and applying Freidlin-Wentzell theory for diffusions with time-dependent coefficients, where the coefficients are jointly Lipschitz in space and time.
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Rik Versendaal. 2020-04-01. Large deviations for Brownian motion in evolving Riemannian manifolds. https://arxiv.org/abs/2004.00358
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