A probabilistic point of view for the Kolmogorov hypoelliptic equations

DOI10.1051/ps/2023007zbMath1517.60080arXiv2109.06529MaRDI QIDQ6133926

Clémentine Prieur, Pierre Étoré, José Rafael León

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.06529

zbMATH Keywords

asymptotic expansion; Feynman-Kac formula; hypoelliptic Kolmogorov equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J35: Transition functions, generators and resolvents