Large deviation principle for bridges of degenerate diffusions
classification
🧮 math.PR
keywords
bridgebridgesdeviationdiffusionslargeprincipleasymptoticscompact
read the original abstract
We prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in a space of Holder continuous functions, with a good rate function, when the travel time tends to 0. This leads to the identification of the deterministic first order asymptotics of the distribution of the bridge under generic conditions on the endpoints of the bridge.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.