Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

DOI10.1007/978-3-319-44465-9_7zbMath1372.60027arXiv1303.2854OpenAlexW2554005868MaRDI QIDQ5270099

Ismaël Bailleul

Publication date: 22 June 2017

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2854

zbMATH Keywords

large deviationsheat kernel estimatespinned hypoelliptic diffusionsub-Riemannian diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (max. 100)

Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes ⋮ Large deviations of conditioned diffusions and applications

Cites Work

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• Large deviations for stochastic flows and their applications
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
• On Sharp Large Deviations for the Bridge of a General Diffusion
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Multidimensional Stochastic Processes as Rough Paths

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