Article (Scientific journals)
Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
Thompson, James; Thalmaier, Anton
2020In Bernoulli, 26 (3), p. 2202-2225
Peer reviewed
 

Files


Full Text
RCD_bj.pdf
Publisher postprint (237.75 kB)
Download

All documents in ORBilu are protected by a user license.

Send to



Details



Keywords :
sub-Riemannian; exponential integrability; concentration inequality; exit time; Schrodinger; eigenfunction; Kato
Abstract :
[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.
Disciplines :
Mathematics
Author, co-author :
Thompson, James ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Thalmaier, Anton ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
External co-authors :
no
Language :
English
Title :
Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
Publication date :
May 2020
Journal title :
Bernoulli
ISSN :
1350-7265
Publisher :
Chapman & Hall, London, United Kingdom
Volume :
26
Issue :
3
Pages :
2202-2225
Peer reviewed :
Peer reviewed
Funders :
FNR - Fonds National de la Recherche [LU]
Available on ORBilu :
since 06 June 2019

Statistics


Number of views
232 (39 by Unilu)
Number of downloads
155 (20 by Unilu)

Scopus citations®
 
0
Scopus citations®
without self-citations
0
WoS citations
 
0

Bibliography


Similar publications



Contact ORBilu