Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
From MaRDI portal
Publication:2512907
DOI10.1007/s11118-014-9424-7zbMath1317.35015arXiv1203.4918OpenAlexW2134526275MaRDI QIDQ2512907
Chiara Cinti, Sergio Polidoro, Stéphane Menozzi
Publication date: 2 February 2015
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4918
Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Hypoelliptic equations (35H10)
Related Items (5)
Approximating a diffusion by a finite-state hidden Markov model ⋮ Harnack inequality for hypoelliptic second order partial differential operators ⋮ On Liouville-type theorems and the uniqueness of the positive Cauchy problem for a class of hypoelliptic operators ⋮ The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE ⋮ Density estimates and short-time asymptotics for a hypoelliptic diffusion process
Cites Work
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- A note on Harnack inequalities and propagation sets for a class of hypoelliptic operators
- Polynomial control systems
- On the connection between the Malliavin covariance matrix and Hörmander's condition
- Exponential decay of the heat kernel over the diagonal. II
- Gaussian estimates for hypoelliptic operators via optimal control
- Lower bounds for densities of Asian type stochastic differential equations
- Density estimates for a random noise propagating through a chain of differential equations
- Riesz and Poisson-Jensen representation formulas for a class of ultraparabolic operators on Lie groups
- Some estimates of the transition density of a nondegenerate diffusion Markov process
- Hypoelliptic differential operators and nilpotent groups
- A global lower bound for the fundamental solution of Kolmogorov-Fokker-Planck equations
- Some properties of the value function and its level sets for affine control systems with quadratic cost
- Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
- Lie groups related to Hörmander operators and Kolmogorov-Fokker-Planck equations
- Pointwise local estimates and Gaussian upper bounds for a class of uniformly subelliptic ultraparabolic operators
- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
- Maximum principle and propagation for intrinsicly regular solutions of differential inequalities structured on vector fields
- Harmonic spaces and their potential theory
- Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
- An invariant Harnack inequality for a class of hypoelliptic ultraparabolic equations
- Sub-Laplacians with drift on Lie groups of polynomial volume growth
- Stratified Lie Groups and Potential Theory for their Sub-Laplacians
- Gaussian Hilbert Spaces
- On Distributions of Certain Wiener Functionals
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
