Hypoelliptic non-homogeneous diffusions

被引:0
作者
Patrick Cattiaux
Laurent Mesnager
机构
[1] Ecole Polytechnique,
[2] CMAP,undefined
[3] F-91128 Palaiseau Cedex,undefined
[4] France. e-mail: cattiaux@@cmapx.polytechnique.fr,undefined
[5] Modal'X,undefined
[6] Université de Paris X,undefined
[7] UFR SEGMI,undefined
[8] 200 avenue de laRépublique,undefined
[9] F-92001 Nanterre Cedex,undefined
[10] France. e-mail: mesnager@@modalx.u-paris10.fr,undefined
来源
Probability Theory and Related Fields | 2002年 / 123卷
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摘要
 Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}\end{document} be a time dependent second order operator, written in usual or Hörmander form. We study the regularity of the law of the associated non-homogeneous (time dependent) diffusion process, under Hörmander's like conditions. Coefficients are only Hölder continuous in time. The main tool is Malliavin calculus. Our results extend and correct previous ones ([17] and related works, [15]). Related topics like filtering theory, killed or reflected processes, parabolic hypoellipticity are also discussed.
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页码:453 / 483
页数:30
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