A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299)
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scientific article; zbMATH DE number 7590500
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| English | A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition |
scientific article; zbMATH DE number 7590500 |
Statements
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (English)
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23 September 2022
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weak Hörmander condition
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asymptotic estimates
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parametrix
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hypoelliptic diffusion
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Asian options
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0.7407009601593018
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0.7287392020225525
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0.7190209031105042
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0.7160125374794006
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0.7156893014907837
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