A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero

DOI10.1016/J.SPA.2022.03.012MaRDI QIDQ2137755zbMATH OpenOpenAlexFDO

Authors Marco Carfagnini, J. Földes, David P. Herzog

Publication date 16 May 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.13288

zbMATH Keywords

law of the iterated logarithmweakly hypoelliptic diffusionsstrong Hörmander condition

Mathematics Subject Classification ID

Strong limit theorems (60F15) Hypoelliptic equations (35H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We study the almost sure behavior of solutions of stochastic differential equations (SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with degenerate noise satisfying the weak Hormander condition but not the strong Hormander condition}. That is, SDEs in which the drift terms must be used in order to conclude hypoellipticity. As a corollary of this result, we obtain the almost sure behavior as time goes to zero of a given direction in the equation, even if noise is not present explicitly in that direction. The techniques used to prove the main results are based on large deviations applied to a non-trivial rescaling of the original system. In concrete examples, we show how to find the proper rescaling to obtain the functional LIL. Furthermore, we apply the main results to the problem of identifying regular points for hypoelliptic diffusions. Consequently, we obtain a control-theoretic criteria for a given point to be regular for the process.

Recommendations

• Strassen's local law for diffusion processes under strong topologies
• scientific article; zbMATH DE number 3894200
• Strassen's law of the iterated logarithm for diffusion processes for small time
• Law of the iterated logarithm for solutions of stochastic equations
• Laws of the iterated logarithm and large deviations for a class of diffusionl processes

Cites work

• scientific article; zbMATH DE number 4046801 (Why is no real title available?)
• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 1975233 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• A control condition for a weak Harnack inequality
• A noise-induced transition in the Lorenz system
• A practical criterion for positivity of transition densities
• A unification of Strassen's law and L�vy's modulus of continuity
• An invariance principle for the law of the iterated logarithm
• An inversion of Strassen's law of the iterated logarithm for small time
• Chung’s law for integrated Brownian motion
• Clustering and collisions of heavy particles in random smooth flows
• Ergodic properties of a model for turbulent dispersion of inertial particles
• Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
• Ergodicity for the Navier‐Stokes equation with degenerate random forcing: Finite‐dimensional approximation
• Ergodicity of the finite-dimensional approximation of the 3D Navier-Stokes equations forced by a degenerate noise
• Free energy computations. A mathematical perspective
• Hypocoercivity properties of adaptive Langevin dynamics
• Hypoelliptic second order differential equations
• Large deviations and functional iterated logarithm law for diffusion processes
• Local asymptotic classes for the successive primitives of Brownian motion
• Noise-induced stabilization of planar flows. I.
• Non-equilibrium steady states for networks of oscillators
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• On the Dirichlet problem for hypoelliptic evolution equations: Perron-Wiener solution and a cone-type criterion
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• Propagating Lyapunov functions to prove noise-induced stabilization
• Stochastic differential equations. An introduction with applications.
• Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April -- July, 2017
• Strassen's law of the iterated logarithm for diffusion processes for small time
• The transition from ergodic to explosive behavior in a family of stochastic differential equations

Cited in

(4)

• The method of stochastic characteristics for linear second-order hypoelliptic equations
• An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
• Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
• The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients

This page was built for publication: A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2137755)