English

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 R2\mathbb{R}^2 with different speeds in the directions σ\sigma and [σ,b][\sigma,b]. We establish a connection between this norm and the standard control distance.

Keywords

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}
}
R2 v1 2026-06-22T07:33:03.616Z