Reference : Exponential integrability and exit times of diffusions on sub-Riemannian and metric m...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/39630
Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
English
Thompson, James mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Thalmaier, Anton mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
May-2020
Bernoulli
Chapman & Hall
26
3
2202-2225
Yes
International
1350-7265
London
United Kingdom
[en] sub-Riemannian ; exponential integrability ; concentration inequality ; exit time ; Schrodinger ; eigenfunction ; Kato
[en] In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian geometry. Firstly, we consider sub-Riemannian limits of Riemannian foliations. Secondly, we consider the non-smooth setting of RCD*(K,N) spaces. In each case the necessary ingredients are an Ito formula and a comparison theorem for the Laplacian, for which we refer to the recent literature. As an application, we derive pointwise Carmona-type estimates on eigenfunctions of Schrodinger operators.
Fonds National de la Recherche - FnR
http://hdl.handle.net/10993/39630
10.3150/19-BEJ1190
https://projecteuclid.org/euclid.bj/1587974538

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