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Stochastic completeness and gradient representations for sub-Riemannian manifolds

Published 3 May 2016 in math.DG and math.PR | (1605.00785v2)

Abstract: Given a second order partial differential operator $L$ satisfying the strong H\"ormander condition with corresponding heat semigroup $P_t$, we give two different stochastic representations of $dP_t f$ for a bounded smooth function $f$. We show that the first identity can be used to prove infinite lifetime of a diffusion of $\frac{1}{2} L$, while the second one is used to find an explicit pointwise bound for the horizontal gradient on a Carnot group. In both cases, the underlying idea is to consider the interplay between sub-Riemannian geometry and connections compatible with this geometry.

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