Green function, capacity and sample path properties for a class of hypoelliptic diffusion processes (Q1262616)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Green function, capacity and sample path properties for a class of hypoelliptic diffusion processes |
scientific article |
Statements
Green function, capacity and sample path properties for a class of hypoelliptic diffusion processes (English)
0 references
1989
0 references
This paper presents a detailed probabilistic study of a class of hypoelliptic diffusion processes in \(R^ 3\) including the so-called Brownian motion on the Heisenberg group. It gives precise estimates for the Green function of the process and the capacity of small compact sets. These estimates are applied to various sample path properties such as the existence of double points or the asymptotic behavior of the volume of a small tubular neighborhood of the path. Differences with the elliptic case are emphasized. Finally it is noted that the precise estimates for the Green function of the process and the capacity of small compact sets can be applied to the study of the Dirichlet problem and, more generally, to the study of the fine topology generated by corresponding hypoelliptic diffusion processes [see, for example \textit{M. Kanda}, Nagoya Math. J. 44, 165-214 (1971; Zbl 0232.60057)].
0 references
hypoelliptic diffusion processes
0 references
Heisenberg group
0 references
sample path properties
0 references
Dirichlet problem
0 references
0 references
0 references
0 references