On hypoelliptic bridge

DOI10.1214/16-ECP4646zbMath1345.60089arXiv1510.06730OpenAlexW2963424632WikidataQ125856999 ScholiaQ125856999MaRDI QIDQ287809

Xue-Mei Li

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.06730

zbMATH Keywords

compact manifoldsemi-martingaleMarkov generatoradjoint processhypoelliptic bridgeshypoelliptic kernelstrong Hörmander condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Diffusion processes (60J60) Invariance and symmetry properties for PDEs on manifolds (58J70) Diffusion processes and stochastic analysis on manifolds (58J65) Transition functions, generators and resolvents (60J35)

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On the semimartingale property of Brownian bridges on complete manifolds

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