Varadhan estimates without probability: lower bound

DOI10.1007/978-1-4020-5678-9_17MaRDI QIDQ5433959zbMATH OpenOpenAlexFDO

Authors Rémi Léandre

Publication date 9 January 2008

Published in Mathematical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4020-5678-9_17

zbMATH Keywords

heat kernelHörmander conditionMalliavin calculusshort time behavior

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Recommendations

• Short-time asymptotics in Dirichlet spaces
• Small-time Gaussian behavior of symmetric diffusion semigroups
• scientific article; zbMATH DE number 2226675
• scientific article; zbMATH DE number 4042897
• Short time behavior of logarithmic derivatives of the heat kernel

Cited in

(7)

• On short time asymptotic behavior of some symmetric diffusions on general state spaces
• The Heston Riemannian distance function
• Positivity theorem in semi-group theory
• Short-time asymptotics in Dirichlet spaces
• scientific article; zbMATH DE number 4042897 (Why is no real title available?)
• scientific article; zbMATH DE number 2226675 (Why is no real title available?)
• scientific article; zbMATH DE number 4184540 (Why is no real title available?)

This page was built for publication: Varadhan estimates without probability: lower bound

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5433959)