We consider a diffusion process under a local weak Hörmander 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 R^2 with different speeds in the directions σ and [σ, b]. We establish a connection between this norm and the standard control distance
For incomplete sub-Riemannian manifolds, and for an associated second-order hy-poelliptic operator, ...
We adapt and extend Yosida’s parametrix method, originally introduced for the construction of the f...
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging...
We study lower and upper bounds for the probability that a diffusion process in R^n remains in a tub...
International audienceWe study lower and upper bounds for the density of a diffusion process in R n ...
We consider a diffusion process X t and a skeleton curve x t (φ) and we give a lower bound for P (su...
In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under...
In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under...
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving th...
We derive expansion results in order to approximate the law of the average of the marginal of diffus...
We are interested in the time discretization of stochastic differential equations with additive d-di...
For incomplete sub-Riemannian manifolds, and for an associated second-order hy-poelliptic operator, ...
We adapt and extend Yosida’s parametrix method, originally introduced for the construction of the f...
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging...
We study lower and upper bounds for the probability that a diffusion process in R^n remains in a tub...
International audienceWe study lower and upper bounds for the density of a diffusion process in R n ...
We consider a diffusion process X t and a skeleton curve x t (φ) and we give a lower bound for P (su...
In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under...
In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under...
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving th...
We derive expansion results in order to approximate the law of the average of the marginal of diffus...
We are interested in the time discretization of stochastic differential equations with additive d-di...
For incomplete sub-Riemannian manifolds, and for an associated second-order hy-poelliptic operator, ...
We adapt and extend Yosida’s parametrix method, originally introduced for the construction of the f...
Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging...