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Chapitre D'ouvrage Année : 2016

Large deviation principle for bridges of sub-riemannian diffusion processes

Résumé

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.

Dates et versions

hal-00832997 , version 1 (11-06-2013)

Identifiants

Citer

Ismaël Bailleul. Large deviation principle for bridges of sub-riemannian diffusion processes. Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Séminaire de Probabilités XLVIII, 2168, Springer, pp.189-198, 2016, Lecture Notes in Mathematics, 978-3-319-44465-9. ⟨10.1007/978-3-319-44465-9_7⟩. ⟨hal-00832997⟩
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