scientific article; zbMATH DE number 3830985

MaRDI QIDQ3036394zbMATH OpenFDO

Authors Mireille Chaleyat-Maurel, Laure Elie

Publication date 1981

zbMATH Keywords

differential generatorGaussian diffusionhypoelliptic operatorinvolutive distributionLie algebra

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Large deviations (60F10) Gaussian processes (60G15)

Cited in

(4)

• Local asymptotic classes for the successive primitives of Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• scientific article; zbMATH DE number 95170 (Why is no real title available?)
• Small-time expansion for the density of a planar (quadratic) Langevin diffusion

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