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2016 On hypoelliptic bridge
Xue-Mei Li
Electron. Commun. Probab. 21(none): 1-12 (2016). DOI: 10.1214/16-ECP4646

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 $[0,1]$ and the hypoelliptic bridge is a continuous semi-martingale.

Citation

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Xue-Mei Li. "On hypoelliptic bridge." Electron. Commun. Probab. 21 1 - 12, 2016. https://doi.org/10.1214/16-ECP4646

Information

Received: 19 October 2015; Accepted: 4 March 2016; Published: 2016
First available in Project Euclid: 10 March 2016

zbMATH: 1345.60089
MathSciNet: MR3485393
Digital Object Identifier: 10.1214/16-ECP4646

Subjects:
Primary: 58J65, 58J70, 60GXX, 60Hxx

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