EnglishWe consider possibly degenerate parabolic operators in the form of "sum of squares of vector fields plus a drif term" that are naturally associated to a suitable family of stochastic differential equations, and satisfying the Hörmander condition. Note that, under this assumption, the operators considered have a smooth fundamental solution that agrees with the density of the corresponding stochastic process. We describe a method based on Harnack inequalities and on the construction of Harnack chains to prove lower bounds for the fundamental solution. We also briefly discuss PDE and SDE methods to prove analogous upper bounds. We eventually give a list of meaningful examples of operators to which the method applies.
Harnack inequalities and Bounds for Densities of Stochastic Processes / Cibelli, Gennaro; Polidoro, Sergio. - 208(2017), pp. 67-90.
| Data di pubblicazione: | 2017 |
| Titolo: | Harnack inequalities and Bounds for Densities of Stochastic Processes |
| Autore/i: | Cibelli, Gennaro; Polidoro, Sergio |
| Autore/i UNIMORE: | |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1007/978-3-319-65313-6_4 |
| Codice identificativo Scopus: | 2-s2.0-85036473846 |
| Volume: | 208 |
| Pagina iniziale: | 67 |
| Pagina finale: | 90 |
| Citazione: | Harnack inequalities and Bounds for Densities of Stochastic Processes / Cibelli, Gennaro; Polidoro, Sergio. - 208(2017), pp. 67-90. |
| Tipologia | Relazione in Atti di Convegno |
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