Diagonal estimates of transition probability densities of certain degenerate diffusion processes (Q2641011)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Diagonal estimates of transition probability densities of certain degenerate diffusion processes
scientific article

    Statements

    Diagonal estimates of transition probability densities of certain degenerate diffusion processes (English)
    0 references
    0 references
    1990
    0 references
    Let \(V_ 1,V_ 2,...V_ n\in C_ b^{\infty}(R^ d,R^ d)\), \(V_ 0=\sum_{I\in E^ 0(2)}\sigma^ IV_{[I]}\) and for \(x\in R^ d\), \(b\geq a\) and \(t>0\), \[ \lambda_ b(t,x)=\max \{t^{| H| /2}| \det (V_{[I]}(x))_{I\in H}|:\;H\subset G^ 0(b)\text{ with }^{\#}H=d\} \] (for details, see the paper). Let p(t,x,dy) be the transition probability of the diffusion process corresponding to the operator \(L=\sum^{n}_{i=1}\hat V_ i^ 2+\hat V_ 0\), where \(\hat V_ i=\sum^{d}_{j=1}V_ i^ j(x) \partial /\partial x^ j\), \(i=0,1,...,n\), and p(t,x,\(\cdot)\) is its smooth density. The author proves the following Theorem. There exist \(0<c<C<\infty\), \(b\geq a\) and \(0<t_ 0\leq 1\) such that for all \(x\in \Omega_{a,\nu}\) and \(0<t\leq t_ 0,\) \[ c/\lambda_ b(t,x)\leq p(t,x,x)\leq C/\lambda_ b(t,x). \] A probabilistic version of this theorem was given by \textit{S. Kusuoka} and \textit{D. W. Strook} [J. Fac. Sci., Univ. Tokyo, Sect. I A 34, 391-442 (1987; Zbl 0633.60078)].
    0 references
    transition probability density
    0 references
    smooth density
    0 references
    0 references

    Identifiers