Small time asymptotics of diffusion processes

DOI10.1007/S00028-006-0247-XMaRDI QIDQ882620zbMATH OpenOpenAlexFDO

Authors A. F. M. ter Elst, Derek W. Robinson, Adam S. Sikora

Publication date 24 May 2007

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0601350

zbMATH Keywords

Markovian semigroupselliptic, subelliptic and degenerate elliptic operators

Mathematics Subject Classification ID

Diffusion processes (60J60) Asymptotic behavior of solutions to PDEs (35B40) Degenerate elliptic equations (35J70) Heat equation (35K05) Diffusion processes and stochastic analysis on manifolds (58J65) One-parameter semigroups and linear evolution equations (47D06) Subelliptic equations (35H20)

Abstract: We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate elliptic operators. In the degenerate case the asymptotics incorporate possible non-ergodicity.

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