_{1}

^{*}

We give a proof in semi-group theory based on the Malliavin Calculus of Bismut type in semi-group theory and Wentzel-Freidlin estimates in semi-group of our result giving an expansion of an hypoelliptic heat-kernel outside the cut-locus where Bismut’s non-degeneray condition plays a preominent role.

Let us consider some vector fields on with bounded derivatives at each order. We consider the generator

It generates a Markov semi-group P_{t} acting on bounded continuous f functions on. The natural question is to know if the semi-group has an heat-kernel:

Let us suppose that the strong Hoermander hypothesis is checked: in such a case Hoermander ([

Let us recall what is strong Hoermander hypothesis.

Let

Strong Hoermander hypothesis in is the following: there exits an l such that

Under Hoermander hypothesis in x, exists and is smooth in y.

Let h be a path from [0,1] into with finite energy

The Hilbert space of such that (6) is satisfied is denoted by.

We consider the horizontal curve starting from:

We consider the control distance

By standard result of semi-riemannian geometry ([

Bismut in his seminal book [

Bismut in his seminal book [

Theorem 1. (Léandre [

where.

In the proof we used a mixture between large deviation estimates, the Malliavin Calculus and the Bismutian procedure. Several authors laters ([10,11]) have presented other probabilistic proofs of (9). See [

Remark. The complement of the cut-locus is an opensubset of: estimate (9) is uniform on any compact set of the complement of the cut-locus.

For readers interested by short time asymptotics of heat-kernels by using probabilistic methods, we refer to the review papers [14-16] and to the book of Baudoin [

The object of this paper is to translate in semi-group theory the proof of Theorem 1 of Takanobu-Watanabe [

The material of this part is taken on [

We consider the map starting from. This map is a Frechet smooth function from into. We consider. It satisfied the linear equation starting from:

We get

The Gram matrix associate to the map is

Bismut introduced the question to know if is a submersion. It is fullfilled if and only if the Gram matrix is invertible.

By standard result on Carnot-Caratheodory distance

for some such that

.

Let be the set of h such that

. The main remark of Bismut [

We recall the following definition:

Definition 2. (Bismut [

1) for only one element of.

2) The Gram matrix is invertible.

3) is a non-degenerated minimum of the energy function on.

Condition 3) has a meaning because is a manifold on a neighborhood of.

As traditional in sub-riemannian geometry, we consider the Hamiltonian. It is the function from into

When there is an Hamiltonian, people introduced classically the Hamilton-Jacobi equation associated. In sub-riemannian geometry, this was introduced by Gaveau [

We put

We recall some classical result on sub-riemannian geometry (See [

Let us recall one of the main result of [

for a convenient bicharectiristic.

By using result of [

We can compute. It is given by

We translate in semi-group the proof of [

See [

We consider classically and introduce the operator

Classically

We consider the unique curve of minimum enegy sucht and we introduce the operator

This generates a time inhomogeneous semi-group. According the Girsanov formula in semi-group theory of Léandre [

and the generator written in Itô form

According [

We consider the generator

It differs from by. This last vector field commute with. We deduce that

We consider the vector fields

and the generator

We have clearly that

Let us consider the flow associated to the ordinary differential Equation (7). Let us introduce the vector fields

and the time-dependent generator

We have the main formula

where is the map which to z associate. Since, we have only to estimate the density in of the measure which to associates

We can suppose without any restriction that.

We perform the dilation.

This means that we have to consider the vector fields

and the generator

We consider the density ot the measure which to the test function f associates

The main result of [

The main difference with [

In Part 2, and satisfy a system of stochastic differential equations in cascade with associated vector fields. We denote the generic element of. We consider the vector fields

and the generator

From (14), (15), (18), the density is equal to the density in 0 of the measure which to f associates

where is associated to by the procedure of the Part 2. Theorem 1 will follow from Theorem 6.

We consider the generic element of and

and the generator

The following lemma is proved in the appendix and was originally proved by stochastic analysis in [

Lemma 3. For any positive, there exists a such that

when

The next lemma is due to Bismut [

Lemma 4. Let be very small. There exists a such that

The remaining part of the scheme of the proof is to apply the Malliavin Calculus of Bismut type depending of a parameter of [

. We will apply an improvement of Theorem 1 of [

where is the set on invertible matrices on and the set of symmetric matrices on (is called the Malliavin matrix). We consider if the vector fields on

and

Let be the generator

It generates a time inhomogeneous semi-group. We have Lemma 5. For all positive, the uniform Malliavin condition is checked:

Theorem 1 is a consequence of the next theorem, (which is an extension of Theorem 1 of [

Theorem 6. When, where is the density of the measure which to f associates

First of all, we recall the Wentzel-Freidlin estimates translated in semi-group theory by Léandre [22,23,25]:

Theorem 7. (Wentzel-Freidlin) Let some time dependent vector fields with bounded derivatives at each order on,. We consider the control distance as in (8) and the diffusion semi-group

. We suppose that the control distance is continuous. Then for any open subset

Proof of Theorem 6. Let be a smooth function from into equals to 1 and 0 and equals to 0 if. By Wentzel-Freidlin estimates, we can find an such that if.

By the integration by part of the Malliavin Calculus and the Technical Lemma 5, we have if α is a multi-index

Therefore we have only to estimate the density in 0 of the measure which to f associate

By using Lemma 3, Lemma 4, Lemma 5 the density of this measure tends to by using the Malliavin Calculus of Bismut type which depends of a parameter of [

Proof of Lemma 3. Let us first show that

(56)

(We will omitt to write later the obvious initial condition which appear in various semi-group later). We introduce a polynomial F of degre less or equal to 2 in and in. Let us compute the Taylor expansion of. We use Lemma 1 of [

If the degree of in is 2, the two first terms of the Taylor expansion are 0 and the term of order 2 is

where we take partial derivatives in the first component. If the polynomial is of degree 1 in, the term of order 1 is

and the term of order two is

Lemma 3 will arise from the translation in semi-group theory of Lemma 3.4 of [

For all there exists a such that

(60)

The proof follows slightly the line of Lemma 3.4 of [

We introduce the new coordinate

We use the Itô formula in semi-group theory of [

1).

2)

We introduce the new variable which is associated to the extra component vector fields 3).

We use another time the Itô formula in semi-group theory of [

4)

We introduce an extra variable associated to another component in the drift which is.

We get for another enlarged semi-group

an extension of formula 3.44 of [

Lemma 8. For all, there exists such that

We postpone later the proof of this lemma which is an analog of the quasi-continuity lemma of [

Next we consider another enlarged semi-group to look the couple and together. We use the Itô formula in semi-group theory of [

.

By introducing a cascade of vector fields, we can translate in semi-group theory (3.45) of [

For every, there exists a small such that

which is the analog of (3.46) in [

Let be and associated to the extracomponent vector fields:

1) for the diffusion part.

2)

for the drift part.

We use another time the Itô formula in semi-group theory of [

Proof of Lemma 4. We assemble the semi-group

and the semi-group together in a total semi-group. We have some variables and. We have

Let be small and be very small. We use the exponential inequality in semi-group theory of Lemma 8. For a small and a small, we have (we omitt to write the obvious initial values in the considered semigroups)

(65)

We choose a small and a very small. The exponential inequalities of the proof of Lemma 8 show

It remains to estimate. We scale the vector fields by and by. We get a generator and a new Markov semi-group

. By a scaling argument, we recognize in

By a simple improvement of the large deviation estimates of Theorem 7, we get

We chose a small and we use (20) and the fact don’t belong to the cut-locus in part 2. We deduce that if is very small, that there exists a such that

Remark. This result is traditionnally hold by using the theory of Fredholm determinant.

Proof of Lemma 5. We assemble together the semigroup and in a global generator We get therefore a total semi-group. We get the Malliavin matrix and

. But is nothing else that

which is invertible because don’t belong to the cut-locus of the subriemannian geometry.

Moreover, by omitting to write the obvious starting conditions, we get for a small:

for all p. Therefore for a small:

Since is constant invertible, is bounded independent of if is small enough. By the results of [22,23], there exist such that:

By Hoelder inequality, we deduce that is bounded independent of. □

Proof of Lemma 8. This follows clearly the line of the quasi-continuity lemma for Wentzel-Freidlin estimates in semi-group theory of [

We recall the elementary Kolmogorov lemma of the theory of stochastic processes ([26,27]).

Let be a family of random variables parametrized by with values in equals to 0 or 1 in such that

for. There exists a continuous version of and the norm of can be estimated only in terms of the data (73).

Let us recall that is a time dependent generator. For there is a time inhomogeneous semigroup. By the Burkholder-DaviesGundy inequality in semi-group theory of [

There we can define a continuous stochastic process with probability measure associated to.

We use the Paul Levy martingale exponential in semigroup theory of [

By the Kolmogorov lemma, we get

By standard computations, we deduce that

But is bounded, and by the same type of argument we deduce that

But

such that

We have translated in semi-group theory some classical result of stochastic analysis for subelliptic heat-kernels where Bismutian non degeneracy condition [