homogeneous Lie groups, namely, the Fokker–Planck equation and the Hamilton–Jacobi
equation, are addressed. The anisotropic geometry of the state space plays a crucial role in
our analysis and creates several issues that need to be overcome. Indeed, the ellipticity
directions span, at any point, subspaces of dimension strictly less than the dimension of the
state space. Finally, the above results are used to obtain the short-time existence of classical …