Abstract
We prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in the space of Hölder 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.
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Bailleul, I. (2016). Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLVIII. Lecture Notes in Mathematics(), vol 2168. Springer, Cham. https://doi.org/10.1007/978-3-319-44465-9_7
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DOI: https://doi.org/10.1007/978-3-319-44465-9_7
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