Tubes estimates for diffusion processes under a local Hörmander condition of order one

preprint2012arXivOpen access

Abstract

We consider a diffusion process XtX_{t} and a skeleton curve xt(ϕ)x_{t}(ϕ) and we give a lower bound for P(sup⁡t≤Td(Xt,xt(ϕ))≤R)P(\sup_{t\leq T}d(X_{t},x_{t}(ϕ))\leq R). This result is obtained under the hypothesis that the strong Hörmander condition of order one (which involves the diffusion vector fields and the first Lie brackets) holds in every point xt(ϕ),0≤t≤T.x_{t}(ϕ),0\leq t\leq T. Here dd is a distance which reflects the non isotropic behavior of the diffusion process which moves with speed t\sqrt{t} in the directions of the diffusion vector fields but with speed tt in the directions of the first order Lie brackets. We prove that dd is locally equivalent with the standard control metric dcd_{c} and that our estimates hold for dcd_{c} as well.

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