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Large deviations for small noise hypoelliptic diffusion bridges on sub-Riemannian manifolds (2109.14841v1)

Published 30 Sep 2021 in math.PR and math.DG

Abstract: In this paper we study a large deviation principle of Freidlin-Wentzell type for pinned hypoelliptic diffusion measures associated with a natural sub-Laplacian on a compact sub-Riemannian manifold. To prove this large deviation principle, we use rough path theory and manifold-valued Malliavin calculus.

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