On Hypoelliptic Bridge
Probability
2016-05-09 v2
Authors:
Xue-Mei Li
Abstract
We prove that if the Markov generator of a diffusion process satisfies the two step strong H\"ormander condition, the conditioned hypoelliptic bridge satisfies an integral bound and is a continuous semi-martingale.
Cite
@article{arxiv.1510.06730,
title = {On Hypoelliptic Bridge},
author = {Xue-Mei Li},
journal= {arXiv preprint arXiv:1510.06730},
year = {2016}
}
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