On Uniformly Subelliptic Operators and Stochastic Area

نویسندگان

  • Peter Friz
  • Nicolas Victoir
چکیده

We consider uniformly subelliptic operators on certain unimodular Lie groups of polynomial growth. It was shown by Saloff-Coste and Stroock that classical results of De Giorgi, Nash, Moser, Aronson extend to this setting. It was then observed by Sturm that many proofs extend naturally to the setting of locally compact Dirichlet spaces. We relate these results to what is known as rough path theory by showing that they provide a natural and powerful analytic machinery for construction and study of (random) geometric Hölder rough paths. (In particular, we obtain a simple construction of the Lyons-Stoica stochastic area for a diffusion process with uniformly elliptic generator in divergence form.) Our approach then enables us to establish a number of far-reaching generalizations of classical theorems in diffusion theory including Wong-Zakai approximations, Freidlin-Wentzell sample path large deviations and the Stroock-Varadhan support theorem. The latter was conjectured by T. Lyons in his recent St. Flour lecture.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The ergodic problem for some subelliptic operators with unbounded coefficients

We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R with coefficients that may be unbounded. Such a measure together with a Liouville-type theorem will play a crucial role in two applications: the ergodic problem studied through stationary problems with ...

متن کامل

2 00 3 The comparsion principle for viscosity solutions of fully nonlinear subelliptic equations in Carnot groups

For any Carnot group G and a bounded domain Ω ⊂ G, we prove that viscosity solutions in C(Ω̄) of the fully nonlinear subelliptic equation F (u,∇hu,∇ 2 hu) = 0 are unique when F ∈ C(R×R×S(m)) satisfies (i) F is degenerate subelliptic and decreasing in u or (ii) F is uniformly subelliptic and nonincreasing in u. This extends Jensen’s uniqueness theorem from the Euclidean space to the sub-Riemannia...

متن کامل

HÖLDER AND L ESTIMATES FOR b ON CR MANIFOLDS OF ARBITRARY CODIMENSION

The ∂̄b complex on the boundary of a complex manifold was first formulated by Kohn-Rossi [KR] to study the boundary values of holomorphic functions and holomorphic extensions. In this paper we study ∂̄b and b on a CR manifold of arbitrary codimension. When the CR manifold M is of codimension 1 and strongly pseudoconvex (or more generally, when M satisfies condition Y (q)), Kohn [K2] proved that b...

متن کامل

Double-null operators and the investigation of Birkhoff's theorem on discrete lp spaces

Doubly stochastic matrices play a fundamental role in the theory of majorization. Birkhoff's theorem explains the relation between $ntimes n$ doubly stochastic matrices and permutations. In this paper, we first introduce double-null  operators and we will find some important properties of them. Then with the help of double-null operators, we investigate Birkhoff's theorem for descreate $l^p$ sp...

متن کامل

Boundary conditions and subelliptic estimates for geometric Kramers-Fokker-Planck operators on manifolds with boundaries

This article is concerned with maximal accretive realization of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible bou...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1997