7 pagesInternational audienceWe prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in a space of Holder 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
International audienceIn this work, we investigate links between the formulation of the flow of marg...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...
Röckner M, Zhang TS. Sample path large deviations for diffusion processes on configuration spaces ov...
We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge ...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
We study the asymptotic behavior of a Gaussian process conditioned to $n $ linear functionals of it...
By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for th...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
We consider a sequence of processes Xn(t) defined on the half-line 0 ≤ t < ∞, n = 1, 2, . . .. We...
AbstractIn this paper, we establish a small time large deviation principle for diffusion processes o...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
We establish a large deviation principle for the normalized excursion and bridge of an α-stable Lévy...
[[abstract]]In this paper, we will prove that the solution of stochastic differential equation with ...
International audienceIn this work, we investigate links between the formulation of the flow of marg...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...
Röckner M, Zhang TS. Sample path large deviations for diffusion processes on configuration spaces ov...
We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge ...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
We study the asymptotic behavior of a Gaussian process conditioned to $n $ linear functionals of it...
By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for th...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
We consider a sequence of processes Xn(t) defined on the half-line 0 ≤ t < ∞, n = 1, 2, . . .. We...
AbstractIn this paper, we establish a small time large deviation principle for diffusion processes o...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
We establish a large deviation principle for the normalized excursion and bridge of an α-stable Lévy...
[[abstract]]In this paper, we will prove that the solution of stochastic differential equation with ...
International audienceIn this work, we investigate links between the formulation of the flow of marg...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...