Majoration en temps petit de la densité d'une diffusion dégénérée

DOI10.1007/BF00569994zbMATH Open0587.60073OpenAlexW1979887808MaRDI QIDQ1072249FDOQ1072249

Authors: Rémi Léandre 

Publication date: 1987

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00569994

Recommendations

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

density of a degenerate diffusionMalliavian calculus

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

• Hypoelliptic second order differential equations
• Large deviations and the Malliavin calculus
• Hypoelliptic differential operators and nilpotent groups
• Title not available (Why is that?)
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• Asymptotic probabilities and differential equations
• Fundamental solutions and geometry of the sum of squares of vector fields
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Cited In (43)

• Local properties of almost-Riemannian structures in dimension 3
• Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
• The subelliptic heat kernel on the CR sphere
• Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
• Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
• Estimations Asymptotiques du Noyau de la Chaleur Pour L'opérateur de Grushin
• Cortical-inspired image reconstruction via sub-Riemannian geometry and hypoelliptic diffusion
• Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
• Non-local competition slows down front acceleration during dispersal evolution
• The subelliptic heat kernel on \(\mathbf{SU}(2)\): representations, asymptotics and gradient bounds
• Ornstein-Uhlenbeck processes on Lie groups
• Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
• Estimation of the density of the solution of the robust Zakaï equation
• Functional analytic (ir-)regularity properties of SABR-type processes
• The Heston Riemannian distance function
• Local contact sub-Finslerian geometry for maximum norms in dimension 3
• On the transition density function of the diffusion process generated by the Grushin operator
• A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
• Asymptotic expansion of the hypoelliptic heat kernel on the diagonal
• Estimation of the density of a strongly degenerated diffusion. Study of an example
• Differentiable measures and the Malliavin calculus
• Matrix Li-Yau-Hamilton inequality for the CR heat equation in pseudohermitian \((2n+1)\)-manifolds
• Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators
• Large deviations of conditioned diffusions and applications
• Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
• Varadhan–Léandre estimates for a family of random vectors
• The subelliptic heat kernel on the anti-de Sitter space
• Local Volatility, Conditioned Diffusions, and Varadhan's Formula
• Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
• The subelliptic heat kernels on \(\mathbf{SL}(2,\mathbb{R})\) and on its universal covering \(\widetilde{\mathbf{SL}(2,\mathbb{R})}\): Integral representations and some functional inequalities
• Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
• Asymptotic behavior of densities for stochastic functional differential equations
• Local (sub)-Finslerian geometry for the maximum norms in dimension 2
• On the cut locus of free, step two Carnot groups
• Title not available (Why is that?)
• The subelliptic heat kernel of the octonionic Hopf fibration
• Revisiting the heat kernel on isotropic and nonisotropic Heisenberg groups
• Intégration dans la fibre associée a une diffusion dégénérée. (Integration in a fiber associated to a degenerated diffusion)
• Small-time asymptotics for subelliptic Hermite functions on \(SU(2)\) and the CR sphere
• Global Gaussian estimates for the heat kernel of homogeneous sums of squares
• Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
• Rademacher-type theorems and Sobolev-to-Lipschitz properties for strongly local Dirichlet spaces
• Hypoelliptic random heat kernels: A case study

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