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On hypoelliptic bridge
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Li, X-M. (2015) On hypoelliptic bridge. Electronic communications in probability, 21 . pp. 1-12. 24. doi:10.1214/16-ECP4646 ISSN 1083-589X.
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Official URL: http://dx.doi.org/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 and the hypoelliptic bridge is a continuous semi-martingale.
Item Type: | Journal Article | ||||||||
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Subjects: | Q Science > QA Mathematics | ||||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||||
Library of Congress Subject Headings (LCSH): | Hypoelliptic operators, Vector fields | ||||||||
Journal or Publication Title: | Electronic communications in probability | ||||||||
Publisher: | University of Washington. Dept. of Mathematics | ||||||||
ISSN: | 1083-589X | ||||||||
Official Date: | 19 October 2015 | ||||||||
Dates: |
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Volume: | 21 | ||||||||
Number of Pages: | 12 | ||||||||
Page Range: | pp. 1-12 | ||||||||
Article Number: | 24 | ||||||||
DOI: | 10.1214/16-ECP4646 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Open Access (Creative Commons) | ||||||||
Date of first compliant deposit: | 3 June 2016 | ||||||||
Date of first compliant Open Access: | 6 June 2016 |
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