Tubes estimates for diffusion processes under a local H\"ormander condition of order one
Probability
2012-02-23 v1
Abstract
We consider a diffusion process and a skeleton curve and we give a lower bound for . This result is obtained under the hypothesis that the strong H\"{o}rmander condition of order one (which involves the diffusion vector fields and the first Lie brackets) holds in every point Here is a distance which reflects the non isotropic behavior of the diffusion process which moves with speed in the directions of the diffusion vector fields but with speed in the directions of the first order Lie brackets. We prove that is locally equivalent with the standard control metric and that our estimates hold for as well.
Cite
@article{arxiv.1202.4771,
title = {Tubes estimates for diffusion processes under a local H\"ormander condition of order one},
author = {Vlad Bally and Lucia Caramellino},
journal= {arXiv preprint arXiv:1202.4771},
year = {2012}
}