English

Small-time fluctuations for the bridge of a sub-Riemannian diffusion

Probability 2018-10-16 v2 Analysis of PDEs Differential Geometry

Abstract

We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the endpoints are joined by a unique path of minimal energy, and lie outside the sub-Riemannian cut locus, then the fluctuations of the conditioned diffusion from the minimal energy path, suitably rescaled, converge to a Gaussian limit. The Gaussian limit is characterized in terms of the bicharacteristic flow, and also in terms of a second variation of the energy functional at the minimal path, the formulation of which is new in this context.

Keywords

Cite

@article{arxiv.1505.03464,
  title  = {Small-time fluctuations for the bridge of a sub-Riemannian diffusion},
  author = {Ismael Bailleul and Laurent Mesnager and James Norris},
  journal= {arXiv preprint arXiv:1505.03464},
  year   = {2018}
}

Comments

Reorganized. Some material removed and developed further in a companion paper