Majoration en temps petit de la densité d'une diffusion dégénérée (Q1072249)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Majoration en temps petit de la densité d'une diffusion dégénérée |
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Majoration en temps petit de la densité d'une diffusion dégénérée (English)
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1987
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We give upper estimates in small times of the logarithm of the density of a degenerate diffusion by means of a semi-degenerate Riemannian distance. By a probabilistic method based on Malliavin calculus and the theory of large deviations, we generalise a part of \textit{S. R. S. Varadhan}'s results about density of non-degenerate diffusion [Commun. Pure Appl. Math. 19, 261-286 (1966; Zbl 0147.155)].
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density of a degenerate diffusion
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Malliavian calculus
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