Large Deviations for Brownian Motion in Evolving Riemannian Manifolds

Rik Versendaal*

*Corresponding author for this work

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Abstract

We prove large deviations for g(t)-Brownian motion in a complete, evolving Riemannian manifold M with respect to a collection {g(t)}t∈[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 F M 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.

Original languageEnglish
Pages (from-to)381-412
Number of pages32
JournalMarkov Processes and Related Fields
Volume27
Issue number3
Publication statusPublished - 2021

Keywords

  • anti-development
  • evolving manifold
  • frame bundle
  • Freidlin – Wentzell theory
  • g(t)-Brownian motion
  • horizontal lift
  • large deviations
  • Schilder’s theorem
  • time-dependent geometry

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