论文标题

在不断发展的riemannian歧管中,布朗运动的大偏差很大

Large deviations for Brownian motion in evolving Riemannian manifolds

论文作者

Versendaal, Rik

论文摘要

我们证明了$ g(t)$ - 布朗的大偏差,以完整的,不断发展的Riemannian歧管$ m $相对于收集$ \ {g(t)\} _ {t \ in [0,1]} $ riemannian Mentrics的$ {t \ in [0,1]} $,取决于$ t $。我们展示了如何从$ g(t)$的(t)$ - 布朗尼运动对$ m $ $ m $ $ fm $ $ fm $的(t)$ g(t)$的水平升力的大偏差中获得的大偏差。通过将框架捆绑到一些欧几里得空间中,并将弗雷德林 - 温泽尔理论应用于时间依赖的系数中,该系数在空间和时间上共同lipschitz来证明后者。

We prove large deviations for $g(t)$-Brownian motion in a complete, evolving Riemannian manifold $M$ with respect to a collection $\{g(t)\}_{t\in [0,1]}$ of Riemannian metrics, smoothly depending on $t$. We show how the large deviations are obtained from the large deviations of the (time-dependent) horizontal lift of $g(t)$-Brownian motion to the frame bundle $FM$ over $M$. 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.

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