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

DOI10.4171/PRIMS/60-1-4MaRDI QIDQ6618826

Yuzuru Inahama

Publication date: 15 October 2024

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculuslarge deviation principlesub-Riemannian geometryrough path theorypinned diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Sub-Riemannian geometry (53C17) Rough paths (60L20) Applications of rough analysis (60L90)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A construction of diffusion processes associated with sub-Laplacian on CR manifolds and its applications
• Vanishing of one-dimensional \(L^2\)-cohomologies of loop groups
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Curvature-dimension inequalities on sub-Riemannian manifolds obtained from Riemannian foliations. I
• Brownian bridges on Riemannian manifolds
• Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
• Cartan connections for stochastic developments on sub-Riemannian manifolds
• Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
• Stochastic analysis on manifolds
• Analysis on Gaussian spaces
• Stochastic analysis. Itô and Malliavin calculus in tandem
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Equivariant diffusions on Principal bundles
• The Malliavin Calculus and Related Topics
• Multidimensional Stochastic Processes as Rough Paths
• The Geometry of Filtering
• Large Deviations for Rough Path Lifts of Watanabe's Pullbacks of Delta Functions
• Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications
• Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
• SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS
• Sub-Riemannian Geometry and Optimal Transport

This page was built for publication: Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6618826)