Small time equivalents for the density of a planar quadratric diffusion
DOI10.24033/BSMF.2792zbMATH Open1460.58020OpenAlexW3011854985MaRDI QIDQ3299251FDOQ3299251
Authors: Jacques Franchi 
Publication date: 22 July 2020
Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.24033/bsmf.2792
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- scientific article; zbMATH DE number 3870362
Brownian motiondiffusion processesheat kerneloscillatory integralsaddle-point methodsmall time asymptoticsCarnot-Carathéodory distancestrict hypoellipticity
Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65) Heat equation (35K05) Degenerate parabolic equations (35K65) Diffusion processes and stochastic analysis on manifolds (58J65)
Cites Work
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- Asymptotic expansion of stochastic flows
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- Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel
Cited In (3)
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process
- Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
- Small-time expansion for the density of a planar (quadratic) Langevin diffusion
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