Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times

MaRDI QIDQ2933269zbMATH OpenFDO

Authors Alexey Rudenko

Publication date 10 December 2014

zbMATH Keywords

Brownian motionCarnot groupHörmander conditionlocal timeLévy area

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Diffusion processes (60J60)

Recommendations

• Density of the signature process of fBm
• Estimates of transition densities for Brownian motion of nested fractals
• Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
• On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups
• Exact rates of convergence to Brownian local time

Cited in

(2)

• An estimate for surface measure of small balls in Carnot groups
• The set of intersections of several independent Brownian motions on Carnot group

This page was built for publication: Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2933269)