Abstract
In this paper, we consider diffusion semigroups generated by second-order differential operators of degenerate type. The operators that we consider do not, in general, satisfy the Hörmander condition and are not hypoelliptic. In particular, instead of working under the Hörmander paradigm, we consider the so-called UFG (uniformly finitely generated) condition, introduced by Kusuoka and Strook in the 1980s. The UFG condition is weaker than the uniform Hörmander condition, the smoothing effect taking place only in certain directions (rather than in every direction, as it is the case when the Hörmander condition is assumed). Under the UFG condition, Kusuoka and Strook deduced sharp small time asymptotic bounds for the derivatives of the semigroup in the directions where smoothing occurs. In this paper, we study the large time asymptotics for the gradients of the diffusion semigroup in the same set of directions and under the same UFG condition. In particular, we identify conditions under which the derivatives of the diffusion semigroup in the smoothing directions decay exponentially in time. This paper constitutes, therefore, a stepping stone in the analysis of the long-time behaviour of diffusions which do not satisfy the Hörmander condition.
Original language | English |
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Article number | 20160442 |
Journal | Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences |
Volume | 472 |
Issue number | 2195 |
DOIs | |
Publication status | Published - 16 Nov 2016 |