Small-time fluctuations for the bridge of a sub-Riemannian diffusion

DOI10.24033/asens.2465zbMath1489.58012arXiv1505.03464OpenAlexW3205574289WikidataQ115228354 ScholiaQ115228354MaRDI QIDQ5020480

Laurent Mesnager, Ismaël Bailleul, James R. Norris

Publication date: 6 January 2022

Published in: Annales scientifiques de l'École Normale Supérieure (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.03464

zbMATH Keywords

Malliavin calculusBrownian bridgesub-Riemannian geometry

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Sub-Riemannian geometry (53C17)

Related Items (3)

Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type ⋮ Hypoelliptic operators in geometry. Abstracts from the workshop held May 21--26, 2023 ⋮ Cartan connections for stochastic developments on sub-Riemannian manifolds

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