Tube estimates for diffusions under a local strong Hörmander condition

DOI10.1214/18-AIHP950zbMath1434.60133arXiv1607.04542MaRDI QIDQ2291972

Paolo Pigato, Vlad Bally, Lucia Caramellino

Publication date: 31 January 2020

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.04542

zbMATH Keywords

Malliavin calculushypoellipticitystrong Hörmander conditiontube estimatesshort-time density estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Tube estimates for diffusion processes under a weak Hörmander condition ⋮ Local densities for a class of degenerate diffusions ⋮ Volatility and arbitrage ⋮ Tube estimates for diffusions under a local strong Hörmander condition ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process

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