On hypoelliptic bridge

File Description SizeFormat 
1510.06730v2.pdfAccepted version154.27 kBAdobe PDFView/Open
euclid.ecp.1457617915.pdfPublished version319.05 kBAdobe PDFView/Open
Title: On hypoelliptic bridge
Authors: Li, X-M
Item 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.
Issue Date: 10-Mar-2016
Date of Acceptance: 4-Mar-2016
URI: http://hdl.handle.net/10044/1/54119
DOI: https://dx.doi.org/10.1214/16-ECP4646
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.
Keywords: 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
Appears in Collections:Pure Mathematics
Mathematics
Faculty of Natural Sciences



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Creative Commons