Small-time expansion for the density of a planar (quadratic) Langevin diffusion
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Publication:6115730
DOI10.1080/17442508.2022.2113789zbMath1520.60046OpenAlexW4296641847MaRDI QIDQ6115730
Publication date: 13 July 2023
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2022.2113789
Brownian motionoscillatory integralsaddle-point methodCarnot-Carathéodory distancesmall time asymptoticsstrictly hypoelliptic diffusion
Brownian motion (60J65) Heat equation (35K05) Degenerate parabolic equations (35K65) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)
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