Small time asymptotics for an example of strictly hypoelliptic heat kernel

2012/09/10 by Franchi, Jacques
#58J65 #60J60 #83A05 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1209.1946

Abstract

A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.

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