On Hypoelliptic Bridge
classification
🧮 math.PR
keywords
bridgehypoellipticsatisfiesboundconditionconditionedcontinuousdiffusion
read the original abstract
We prove that if the Markov generator of a diffusion process satisfies the two step strong H\"ormander condition, the conditioned hypoelliptic bridge satisfies an integral bound and is a continuous semi-martingale.
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