Tube estimates for diffusion processes under a weak H\"ormander condition
Probability
2016-10-12 v3
Abstract
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains in a small tube around a deterministic trajectory (skeleton path), explicitly depending on the radius of the tube and on the energy of the skeleton path. We use a norm which reflects the non-isotropic structure of the problem, meaning that the diffusion propagates in with different speeds in the directions and . We establish a connection between this norm and the standard control distance.
Cite
@article{arxiv.1412.4917,
title = {Tube estimates for diffusion processes under a weak H\"ormander condition},
author = {Paolo Pigato},
journal= {arXiv preprint arXiv:1412.4917},
year = {2016}
}