Tubes estimates for diffusion processes under a local Hörmander condition of order one
Vlad Bally, Lucia Caramellino · arXiv (Cornell University) · 2012
We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(ϕ)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(ϕ))\leq R)$. 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 $x_{t}(ϕ),0\leq t\leq T.$ Here $d$ is a distance which reflects the non isotropic behavior of the diffusion process which moves with speed $\sqrt{t}$ in the directions of the diffusion vector fields but with speed $t$ in the directions of the first order Lie brackets. We prove that $d$ is locally equivalent with the standard control metric $d_{c}$ and that our estimates hold for $d_{c}$ as well.