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Majoration en temps petit de la densité d'une diffusion dégénérée
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  • Published: June 1987

Majoration en temps petit de la densité d'une diffusion dégénérée

  • Rémi Léandre1 

Probability Theory and Related Fields volume 74, pages 289–294 (1987)Cite this article

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Résumé

Nous majorons en temps petit le logarithme de la densité d'une diffusion dégénérée à l'aide d'une distance semi-riemanienne. Nous obtenons ainsi par une méthode purement probabiliste, basée sur le calcul de Malliavin [K-S] et la théorie des grandes déviations [A], des résultats généralisant en partie ceux obtenus par Varadhan dans le cas non dégénéré [V].

Summary

We give upper-estimates of the logarithm of the density of a degenerate diffusion by means of a semi-degenerate Riemannian distance. By a probabilistic method, we generalise a part of Varadhan's results about density of non-degenerate diffusion [V].

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Bibliographie

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Authors and Affiliations

  1. Faculté des Sciences, Laboratoire de Mathématiques, U.A. CNRS 741, F-25030, Besancon, France

    Rémi Léandre

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  1. Rémi Léandre
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Léandre, R. Majoration en temps petit de la densité d'une diffusion dégénérée. Probab. Th. Rel. Fields 74, 289–294 (1987). https://doi.org/10.1007/BF00569994

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  • Received: 16 June 1985

  • Revised: 25 March 1986

  • Issue Date: June 1987

  • DOI: https://doi.org/10.1007/BF00569994

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