Diffusions under a local strong H\"ormander condition. Part II: tube estimates

TL;DR

This paper establishes probabilistic bounds for diffusion processes under a strong H"ormander condition, accounting for degeneracies and non-isotropic structures, by leveraging density estimates and a concatenation technique.

Contribution

It provides new lower and upper tube estimates for diffusions satisfying a strong H"ormander condition, extending previous results to degenerate and non-isotropic cases.

Findings

Derived bounds for the probability of staying in a tube around a skeleton path.

Introduced a concatenation technique utilizing density estimates.

Accounted for non-isotropic propagation speeds in the estimates.

Abstract

We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate but they satisfy a strong H\"ormander condition involving the first order Lie brackets around the skeleton of interest. The tube is written in terms of a norm which accounts for the non-isotropic structure of the problem: in a small time $\delta$, the diffusion process propagates with speed $\sqrt{\delta}$ in the direction of the diffusion vector fields $\sigma_{j}$ and with speed $\delta=\sqrt{\delta}\times \sqrt{\delta}$ in the direction of $[\sigma_{i},\sigma_{j}]$. The proof consists in a concatenation technique which strongly uses the lower and upper bounds for the density proved in the part I.