Small time expansion for a strictly hypoelliptic kernel
Analysis of PDEs
2023-01-18 v1 Probability
Abstract
We consider the kernel of a hypoelliptic diffusion beyond the case of sub-ellipticity or polynomial coefficients. We get a full asymptotic expansion for small times, based on a Duhamel-type comparison with an approximate polynomial kernel. As in the sub-elliptic case, some change of scale based on the geometry of some Lie brackets yields a non-trivial limit for the kernel as time goes to zero. Remarkably, a different scale is needed to observe a non-trivial large deviation principle.
Cite
@article{arxiv.2301.06904,
title = {Small time expansion for a strictly hypoelliptic kernel},
author = {Pierre Perruchaud},
journal= {arXiv preprint arXiv:2301.06904},
year = {2023}
}
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41 pages