Two-sided bounds for degenerate processes with densities supported in subsets of R^N

Details Two-sided bounds for degenerate processes with densities supported in subsets of R^N Two-sided bounds for degenerate processes with densities supported in subsets of R^N

2012-03-22

arxiv.org/abs/1203.4918v1

Mathematics

Probability

65 pages

Scientific paper

We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various asymptotic regimes depending on the starting/final points considered (which are as well related to the number of brackets needed to span the space in H\"ormander's theorem). The proofs of our lower bounds are based on Harnack inequalities for positive solutions of PDEs whereas the upper bounds derive from the probabilistic representation of the density given by the Malliavin calculus.

Affiliated with

Also associated with

No associations

Rating

Two-sided bounds for degenerate processes with densities supported in subsets of R^N does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Two-sided bounds for degenerate processes with densities supported in subsets of R^N, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Two-sided bounds for degenerate processes with densities supported in subsets of R^N will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-381487