Small-time expansion for the density of a planar (quadratic) Langevin diffusion (Q6115730)
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scientific article; zbMATH DE number 7711929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time expansion for the density of a planar (quadratic) Langevin diffusion |
scientific article; zbMATH DE number 7711929 |
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Small-time expansion for the density of a planar (quadratic) Langevin diffusion (English)
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13 July 2023
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strictly hypoelliptic diffusion
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small time asymptotics
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Brownian motion
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oscillatory integral
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saddle-point method
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Carnot-Carathéodory distance
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