Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion) (Q1098468)

From MaRDI portal
Revision as of 16:03, 18 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
scientific article

    Statements

    Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion) (English)
    0 references
    1987
    0 references
    Let the diffusion on R d be given by the Stratonovich stochastic differential equation \(dx_ t=\sum X_ i(x_ t)dw_ i\), the Lie algebra of vector fields \(X_ i\) at each point is equal to R d. The author proves that the density \(p_ t(x,y)\) of \(x_ t\) satisfies the inequality \[ \underline{\lim}_{t\to 0}2t \log P_ t(x,y)\geq -d^ 2(x,y) \] where d denotes a semi-Riemannian metric associated to the generator of diffusion.
    0 references
    diffusion
    0 references
    Stratonovich stochastic differential equation
    0 references
    0 references

    Identifiers