Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces

Anton Thalmaier; James Thompson

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arXiv · 1906.02661

Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces

Anton Thalmaier·James Thompson

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Abstract

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 $\mathrm{RCD}^*(K,N)$ spaces. In each case the necessary ingredients are an It\^{o} 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 Schr\"{o}dinger operators.

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BibTeX RIS

Anton Thalmaier, James Thompson. 2019-06-06. Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces. https://arxiv.org/abs/1906.02661

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