2016/08/31 by Kim, Ildoo, Kim, Kyeonghun
#35B45 #35S10 #42B20 #60H15 #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1608.08728
In this article we introduce a stochastic counterpart of the Hörmander condtion on the kernel K(r,t,x,y): there exists a pseudo-metric ρ on (0,∞)× Rd and a positive constant C0 such that for X=(t,x), Y=(s,y), Z=(r,z) ∈ (0,∞) × Rd, supX,Y∫0^∞ [ ∫ρ(X,Z) ≥ C0 ρ(X,Y) | K(r,t, z,x) - K(r,s, z,y)| ~dz]2 dr