Gaussian and non-Gaussian behaviour of diffusion processes

DOI10.1007/978-3-319-18494-4_27MaRDI QIDQ2801704zbMATH OpenOpenAlexFDO

Authors Derek W. Robinson

Publication date 21 April 2016

Published in Operator Semigroups Meet Complex Analysis, Harmonic Analysis and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-18494-4_27

zbMATH Keywords

diffusion equationsGaussian boundsGrushin operatorsPoincaré inequalitystrong ellipticity

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Linear symmetric and selfadjoint operators (unbounded) (47B25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

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Cited in

(3)

• Phase space transformations of Gaussian diffusions
• Non-Gaussian distributions
• Étude du comportement asymptotique de solutions d'équations de diffusions généralisées et de processus non gaussiens

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