Two-sided bounds for degenerate processes with densities supported in subsets of R^N
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Publication:2512907
DOI10.1007/S11118-014-9424-7zbMATH Open1317.35015OpenAlexW2134526275MaRDI QIDQ2512907FDOQ2512907
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.
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