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