On uniformly subelliptic operators and stochastic area
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Abstract: We consider uniformly subelliptic operators on certain unimodular Lie groups of polynomial growth. It was shown by Saloff-Coste and Stroock that classical results of De Giorgi, Nash, Moser, Aronson extend to this setting. It was then observed by Sturm that many proofs extend naturally to the setting of locally compact Dirichlet spaces. We relate these results to what is known as rough path theory by showing that they provide a natural and powerful analytic machinery for construction and study of (random) geometric Hoelder rough paths. (In particular, we obtain a simple construction of the Lyons-Stoica stochastic area for a diffusion process with uniformly elliptic generator in divergence form.) Our approach then enables us to establish a number of far-reaching generalizations of classical theorems in diffusion theory including Wong-Zakai approximations, Freidlin-Wentzell sample path large deviations and the Stroock-Varadhan support theorem. The latter was conjectured by T. Lyons in his recent St. Flour lecture.
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- A harnack inequality for parabolic differential equations
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- Differential equations driven by rough signals
- Diffusion processes in a small time interval
- Dirichlet forms and symmetric Markov processes
- Euler estimates for rough differential equations
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- Short-time asymptotics in Dirichlet spaces
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- Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
- System Control and Rough Paths
- The Poincaré inequality for vector fields satisfying Hörmander's condition
- The limits of stochastic integrals of differential forms
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Cited in
(10)- Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Random walks and Lévy processes as rough paths
- A version of Hörmander's theorem for Markovian rough paths
- Euler estimates for rough differential equations
- A support and density theorem for Markovian rough paths
- Rough path stability of (semi-)linear SPDEs
- Canonical RDEs and general semimartingales as rough paths
- Rough path limits of the Wong-Zakai type with a modified drift term
- Uniformly γ-radonifying families of operators and the stochastic Weiss conjecture
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