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math.PR2021
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
Stefano Pagliarani, Sergio Polidoro
We adapt and extend Yosida's parametrix method, originally introduced for the construction of the fundamental solution to a parabolic operator on a Riemannian manifold, to derive V…
math.PR2012
Two-sided bounds for degenerate processes with densities supported in subsets of R^N
Chiara Cinti, Stephane Menozzi, Sergio Polidoro
We obtain two-sided bounds for the density of stochastic processes satisfying a weak Hörmander condition. In particular we consider the cases when the support of the density is not…