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Small time asymptotics of diffusion processes

Small time asymptotics of diffusion processes 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Evolution Equations Springer Journals

Small time asymptotics of diffusion processes

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References (37)

Publisher
Springer Journals
Copyright
Copyright © 2007 by Birkhäuser Verlag, Basel
Subject
Mathematics; Analysis
ISSN
1424-3199
eISSN
1424-3202
DOI
10.1007/s00028-006-0247-x
Publisher site
See Article on Publisher Site

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.

Journal

Journal of Evolution EquationsSpringer Journals

Published: Mar 1, 2007

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