Asymptotic behavior of transition density of diffusion markov process with small diffusion†

DOI10.1080/17442508408833314MaRDI QIDQ3324767zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508408833314

zbMATH Keywords

asymptotic expansiontransition density

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• Asymptotic probabilities and differential equations
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY

Cited in

(9)

• Strong ergodicity results on wiener space
• Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
• Exact Asymptotics of the Density of the Transition Probability for Discontinuous Markov Processes
• On the transition density function of the diffusion process generated by the Grushin operator
• Convergence rates for annealing diffusion processes
• Strong ergodicity results on wiener space
• scientific article; zbMATH DE number 3870362 (Why is no real title available?)
• Marginal density expansions for diffusions and stochastic volatility. I: Theoretical foundations
• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential

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