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

  • Yuzuru Inahama

    Kyushu University, Fukuoka, Japan
Large Deviations for Small Noise Hypoelliptic Diffusion Bridges on Sub-Riemannian Manifolds cover
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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.

Cite this article

Yuzuru Inahama, Large Deviations for Small Noise Hypoelliptic Diffusion Bridges on Sub-Riemannian Manifolds. Publ. Res. Inst. Math. Sci. 60 (2024), no. 1, pp. 145–184

DOI 10.4171/PRIMS/60-1-4