Small time equivalents for the density of a planar quadratric diffusion

DOI10.24033/BSMF.2792MaRDI QIDQ3299251zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Brownian motiondiffusion processesheat kerneloscillatory integralsaddle-point methodsmall time asymptoticsCarnot-Carathéodory distancestrict hypoellipticity

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3870362 (Why is no real title available?)
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• Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
• Tube estimates for diffusion processes under a weak Hörmander condition

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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