Tube estimates for diffusion processes under a weak Hörmander condition

DOI10.1214/16-AIHP805zbMath1396.60077arXiv1412.4917MaRDI QIDQ1635973

Paolo Pigato

Publication date: 1 June 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.4917

zbMATH Keywords

Malliavin calculushypoellipticityHörmander conditiondensity estimatestube estimates

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (7)

Local densities for a class of degenerate diffusions ⋮ Small-time expansion for the density of a planar (quadratic) Langevin diffusion ⋮ The method of stochastic characteristics for linear second-order hypoelliptic equations ⋮ Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes ⋮ Small time equivalents for the density of a planar quadratic Langevin diffusion ⋮ Tube estimates for diffusions under a local strong Hörmander condition ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process

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