Tube estimates for diffusion processes under a weak Hörmander condition

Paolo Pigato 1, 2
1 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
Abstract : 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.
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Paolo Pigato. Tube estimates for diffusion processes under a weak Hörmander condition. 2016. ⟨hal-01407436⟩

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