On hypoelliptic bridge
File(s)
Published version
Accepted version
Author(s)
Li, X-M
Type
Journal Article
Abstract
A conditioned hypoelliptic process on a compact manifold, satisfying the strong Hörmander’s condition, is a hypoelliptic bridge. If the Markov generator satisfies the two step strong Hörmander condition, the drift of the conditioned hypoelliptic bridge is integrable on [0,1][0,1] and the hypoelliptic bridge is a continuous semi-martingale.
Date Issued
2016-03-10
Date Acceptance
2016-03-04
Citation
Electronic Communications in Probability, 2016, 21
ISSN
1083-589X
Publisher
Institute of Mathematical Statistics
Journal / Book Title
Electronic Communications in Probability
Volume
21
Copyright Statement
Creative Commons Attribution 4.0 International License.
License URL
Identifier
http://dx.doi.org/10.1214/16-ECP4646
Subjects
Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
sum of squares of vector fields
adjoint process
hypoelliptic kernel
HEAT KERNEL
VECTOR-FIELDS
QUASI-INVARIANCE
BROWNIAN-MOTION
UPPER-BOUNDS
SQUARES
SUM
SEMIGROUPS
EQUATIONS
OPERATOR
math.PR
0104 Statistics
Notes
mrclass: 60J60 (58J65 58J70 60G44 60H30) mrnumber: 3485393
Publication Status
Published
Article Number
24
Date Publish Online
2016-03-10