Small time asymptotics for an example of strictly hypoelliptic heat kernel
Probability
2012-09-11 v1
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.
Cite
@article{arxiv.1209.1946,
title = {Small time asymptotics for an example of strictly hypoelliptic heat kernel},
author = {Jacques Franchi},
journal= {arXiv preprint arXiv:1209.1946},
year = {2012}
}
Comments
26 pages