文章基本信息

标题：On hypoelliptic bridge
本地全文：下载
作者：Xue-Mei Li
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2016
卷号：21
DOI：10.1214/16-ECP4646
语种：English
出版社：Electronic Communications in Probability
摘要：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.