Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) (Q1116183): Difference between revisions

Under generalized Hörmander conditions the law of a two-parameter diffusion has a smooth density out of the axes. In the elliptic case we obtain an estimate of this density when the parameter is small. In this way we extend the Varadhan estimate which is well-known for ordinary diffusions.