Two-sided bounds for degenerate processes with densities supported in subsets of R^N

DOI10.1007/S11118-014-9424-7zbMATH Open1317.35015arXiv1203.4918OpenAlexW2134526275MaRDI QIDQ2512907FDOQ2512907

Authors: Chiara Cinti, Stéphane Menozzi, Sergio Polidoro 

Publication date: 2 February 2015

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: We obtain two-sided bounds for the density of stochastic processes satisfying a weak H"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various asymptotic regimes depending on the starting/final points considered (which are as well related to the number of brackets needed to span the space in H"ormander's theorem). The proofs of our lower bounds are based on Harnack inequalities for positive solutions of PDEs whereas the upper bounds derive from the probabilistic representation of the density given by the Malliavin calculus.

Full work available at URL: https://arxiv.org/abs/1203.4918

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zbMATH Keywords

Malliavin calculusHarnack inequalitytwo-sided boundsHormander condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Hypoelliptic equations (35H10) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (5)

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• Density estimates and short-time asymptotics for a hypoelliptic diffusion process
• Approximating a diffusion by a finite-state hidden Markov model
• The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE
• Harnack inequality for hypoelliptic second order partial differential operators

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