Small-time fluctuations for sub-Riemannian diffusion loops

We study the small-time fluctuations for diffusion processes which
are conditioned by their initial and final positions and whose
diffusivity has a sub-Riemannian structure. In the case where the
endpoints agree, we discuss the convergence of the suitably rescaled
fluctuations to a limiting diffusion loop, which is equal in law to
the loop we obtain by taking the limiting process of the unconditioned
rescaled diffusion processes and condition it to return to its starting
point. The generator of the unconditioned limiting rescaled diffusion
process can be described in terms of the original generator.

• Speaker: Karen Habermann (Cambridge)
• Tuesday 18 October 2016, 16:30–17:30
• Venue: MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.
• Series: Probability; organiser: Perla Sousi.