32 citations · 46 across the 17 of their papers we have counts for
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math.PR2016★ 2 cited
Diffusions under a local strong Hörmander condition. Part II: tube estimates
Vlad Bally, Lucia Caramellino, Paolo Pigato
We study lower and upper bounds for the probability that a diffusion process in remains in a tube around a skeleton path up to a fixed time. We assume that the diffu…
math.PR2016★ 2 cited
Diffusions under a local strong Hörmander condition. Part I: density estimates
Vlad Bally, Lucia Caramellino, Paolo Pigato
We study lower and upper bounds for the density of a diffusion process in in a small (but not asymptotic) time, say . We assume that the diffusion coefficients…