Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)

DOI10.1007/BF01198313zbMath0665.60057OpenAlexW2066656490MaRDI QIDQ1116183

Rémi Léandre, Francesco Russo

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01198313

zbMATH Keywords

stochastic calculus of variationssmooth densitygeneralized Hörmander conditionstwo-parameter diffusionVaradhan estimate

Mathematics Subject Classification ID

Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items

Varadhan–Léandre estimates for a family of random vectors ⋮ The law of the solution to a nonlinear hyperbolic SPDE ⋮ Estimation of the density of the solution of the robust Zakaï equation ⋮ Small perturbations in a hyperbolic stochastic partial differential equation ⋮ Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise ⋮ Brownian cylinders and intersecting branes ⋮ Varadhan estimates for rough differential equations driven by fractional Brownian motions ⋮ Stochastic delay equations with hereditary drift: Estimates of the density ⋮ The stochastic wave equation in two spatial dimensions ⋮ Logarithmic estimates for the density of hypoelliptic two-parameter diffusions ⋮ Exponential decay of the heat kernel over the diagonal. II

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