arXiv · 1510.06730
We prove that if the Markov generator of a diffusion process satisfies the two step strong Hörmander condition, the conditioned hypoelliptic bridge satisfies an integral bound and is a continuous semi-martingale.
Xue-Mei Li. 2015-11-19. On Hypoelliptic Bridge. https://arxiv.org/abs/1510.06730
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