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SUMMARY:Small-time fluctuations for sub-Riemannian diffusion loops - Karen
  Habermann (Cambridge)
DTSTART:20161018T153000Z
DTEND:20161018T163000Z
UID:TALK67773@talks.cam.ac.uk
CONTACT:Perla Sousi
DESCRIPTION:We study the small-time fluctuations for diffusion processes w
 hich\nare conditioned by their initial and final positions and whose\ndiff
 usivity has a sub-Riemannian structure. In the case where the\nendpoints a
 gree\, we discuss the convergence of the suitably rescaled\nfluctuations t
 o a limiting diffusion loop\, which is equal in law to\nthe loop we obtain
  by taking the limiting process of the unconditioned\nrescaled diffusion p
 rocesses and condition it to return to its starting\npoint. The generator 
 of the unconditioned limiting rescaled diffusion\nprocess can be described
  in terms of the original generator.
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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