On uniformly subelliptic operators and stochastic area (Q946486): Difference between revisions

The authors extend Lyons' stochasic area process using Dirichlet forms associated to subelliptic operators, and discuss large deviations, support results in suitable rough paths topologies; they apply their findings to stochastic differential equations driven by certain Markov processes.

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reviewed by

Gheorghe Stoica

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MaRDI profile type

MaRDI publication profile

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cites work

Bounds for the fundamental solution of a parabolic equation

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Laws of the iterated logarithm for some symmetric diffusion processes

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Hölder norms and the support theorem for diffusions

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Upper bounds for symmetric Markov transition functions

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Q4041031

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Q4391441

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Q4692653

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A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash

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Lévy's area under conditioning

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A note on the notion of geometric rough paths

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Euler estimates for rough differential equations

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Dirichlet forms and symmetric Markov processes

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Q3992729

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The Poincaré inequality for vector fields satisfying Hörmander's condition

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Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem

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Stochastic differential equations driven by processes generated by divergence form operators II: convergence results

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Differential equations driven by rough signals

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System Control and Rough Paths

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The limits of stochastic integrals of differential forms

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Q4311825

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Q2784274

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On a pointwise estimate for parabolic differential equations

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A harnack inequality for parabolic differential equations

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Short-time asymptotics in Dirichlet spaces

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Q4001537

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Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups)

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Q3796267

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Q5670045

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Analysis on local Dirichlet spaces. III: The parabolic Harnack inequality

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Analysis on local Dirichlet spaces. II: Upper Gaussian estimates for the fundamental solutions of parabolic equations

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Q4848519

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Q4514190

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Diffusion processes in a small time interval

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Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda

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Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations

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Q4002250

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Identifiers

zbMATH Open document ID

1151.31009

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DOI

10.1007/s00440-007-0113-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:946486

@@ Property / author @@
+Peter K. Friz
@@ Property / author: Peter K. Friz / rank @@
+Normal rank
@@ Property / reviewed by @@
+Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2129697786
@@ Property / OpenAlex ID: W2129697786 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0609007
@@ Property / arXiv ID: math/0609007 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the fundamental solution of a parabolic equation
+Normal rank
@@ Property / cites work @@
+Laws of the iterated logarithm for some symmetric diffusion processes
+Normal rank
@@ Property / cites work @@
+Hölder norms and the support theorem for diffusions
+Normal rank
@@ Property / cites work @@
+Upper bounds for symmetric Markov transition functions
+Normal rank
@@ Property / cites work @@
+Q4041031
@@ Property / cites work: Q4041031 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692653
@@ Property / cites work: Q4692653 / rank @@
+Normal rank
@@ Property / cites work @@
+A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
+Normal rank
@@ Property / cites work @@
+Lévy's area under conditioning
@@ Property / cites work: Lévy's area under conditioning / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the notion of geometric rough paths
@@ Property / cites work: A note on the notion of geometric rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Euler estimates for rough differential equations
@@ Property / cites work: Euler estimates for rough differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Dirichlet forms and symmetric Markov processes
@@ Property / cites work: Dirichlet forms and symmetric Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+The Poincaré inequality for vector fields satisfying Hörmander's condition
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by processes generated by divergence form operators II: convergence results
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+The limits of stochastic integrals of differential forms
+Normal rank
@@ Property / cites work @@
+Q4311825
@@ Property / cites work: Q4311825 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2784274
@@ Property / cites work: Q2784274 / rank @@
+Normal rank
@@ Property / cites work @@
+On a pointwise estimate for parabolic differential equations
+Normal rank
@@ Property / cites work @@
+A harnack inequality for parabolic differential equations
+Normal rank
@@ Property / cites work @@
+Short-time asymptotics in Dirichlet spaces
@@ Property / cites work: Short-time asymptotics in Dirichlet spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001537
@@ Property / cites work: Q4001537 / rank @@
+Normal rank
@@ Property / cites work @@
+Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups)
+Normal rank
@@ Property / cites work @@
+Q3796267
@@ Property / cites work: Q3796267 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5670045
@@ Property / cites work: Q5670045 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis on local Dirichlet spaces. III: The parabolic Harnack inequality
+Normal rank
@@ Property / cites work @@
+Analysis on local Dirichlet spaces. II: Upper Gaussian estimates for the fundamental solutions of parabolic equations
+Normal rank
@@ Property / cites work @@
+Q4848519
@@ Property / cites work: Q4848519 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4514190
@@ Property / cites work: Q4514190 / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion processes in a small time interval
@@ Property / cites work: Diffusion processes in a small time interval / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
+Normal rank
@@ Property / cites work @@
+Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations
+Normal rank
@@ Property / cites work @@
+Q4002250
@@ Property / cites work: Q4002250 / rank @@
+Normal rank