English

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.

Keywords

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}
}

Comments

41 pages

R2 v1 2026-06-28T08:13:28.714Z