English

Large deviations for Brownian motion in evolving Riemannian manifolds

Probability 2020-04-02 v1

Abstract

We prove large deviations for g(t)g(t)-Brownian motion in a complete, evolving Riemannian manifold MM with respect to a collection {g(t)}t[0,1]\{g(t)\}_{t\in [0,1]} of Riemannian metrics, smoothly depending on tt. We show how the large deviations are obtained from the large deviations of the (time-dependent) horizontal lift of g(t)g(t)-Brownian motion to the frame bundle FMFM over MM. The latter is proved by embedding the frame bundle into some Euclidean space and applying Freidlin-Wentzell theory for diffusions with time-dependent coefficients, where the coefficients are jointly Lipschitz in space and time.

Keywords

Cite

@article{arxiv.2004.00358,
  title  = {Large deviations for Brownian motion in evolving Riemannian manifolds},
  author = {Rik Versendaal},
  journal= {arXiv preprint arXiv:2004.00358},
  year   = {2020}
}
R2 v1 2026-06-23T14:35:08.060Z