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SUMMARY:On sub-Riemannian diffusion bridges - Karen Habermann\, DPMMS/CCA
DTSTART:20161017T134000Z
DTEND:20161017T142000Z
UID:TALK68332@talks.cam.ac.uk
CONTACT:Jack Smith
DESCRIPTION:This talk concentrates on diffusion processes which live in a 
 constraint geometry\, a so-called sub-Riemannian geometry\, and which are 
 conditioned by their initial and final positions. We analyse limiting proc
 esses arising from such sub-Riemannian diffusion bridges. In particular\, 
 in the case where the endpoints agree\, we discuss the convergence of a su
 itable fluctuations process to a limiting diffusion loop\, and we give a c
 haracterisation of this limiting diffusion loop.\n\nThe necessary geometry
  and probability will be introduced briefly before going on to discuss the
  main results.
LOCATION:MR3\, CMS
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