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Small time asymptotics of diffusion processes

Analysis of PDEs 2014-01-03 v1

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.

Keywords

Cite

@article{arxiv.math/0601350,
  title  = {Small time asymptotics of diffusion processes},
  author = {A. F. M. ter Elst and Derek W. Robinson and Adam Sikora},
  journal= {arXiv preprint arXiv:math/0601350},
  year   = {2014}
}

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29 pages