Abstract In this paper we consider the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups with time-dependent Hölder (or more regular) non-negative propagation speeds. The examples are equation sub-Laplacian Heisenberg group or general stratified groups, $p$ p -evolution...

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of elliptic diffusions where the drift has a gradient structure and the resulting SPDE is of second-order parabolic type. The present article extends this metho...

Abstract We study the long time behavior of an Ornstein–Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate in several ...

In this work we establish a connection between the behaviour of the higher order derivatives of the solutions of the hypoelliptic equation P(D)u = f and the estimates of the derivatives of f (x) in terms of multianisotropic Gevrey classes.