Large deviations for Brownian motion in evolving Riemannian manifolds
Probability
2020-04-02 v1
Abstract
We prove large deviations for -Brownian motion in a complete, evolving Riemannian manifold with respect to a collection of Riemannian metrics, smoothly depending on . We show how the large deviations are obtained from the large deviations of the (time-dependent) horizontal lift of -Brownian motion to the frame bundle over . 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}
}