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

Yuzuru Inahama

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arXiv · 2109.14841

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

Yuzuru Inahama

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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.

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Yuzuru Inahama. 2021-09-30. Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds. https://arxiv.org/abs/2109.14841

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