We will discuss the almost sure behavior of solutions of stochastic differential equations(SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with degenerate noise satisfying the weak Hormander condition. We will introduce large deviations to provide some details of proofs. Furthermore, we apply the stochastic results to the problem of identifying regular points for hypoelliptic diffusions and obtain criteria for well posedness of degenerate equations.

This is a joint work with David Herzog and Marco Carfagnini