相关论文: Small time asymptotics of diffusion processes

The studies of Ram\'irez, Hino-Ram\'irez, and Ariyoshi-Hino showed that an integrated version of Varadhan's asymptotics holds for Markovian semigroups associated with arbitrary strong local symmetric Dirichlet forms. In this paper, we…

We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov…

It is shown that the theory of real symmetric second-order elliptic operators in divergence form on $\Ri^d$ can be formulated in terms of a regular strongly local Dirichlet form irregardless of the order of degeneracy. The behaviour of the…

In this article, we deal with some problems involving a class of singularly perturbed elliptic operator. We prove the asymptotic preserving of a general Galerkin method associated to a semilinear problem. We use a particular Galerkin…

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.

In this article, we study strictly elliptic, second-order differential operators on a bounded Lipschitz domain in $\mathbb{R}^d$, subject to certain non-local Wentzell-Robin boundary conditions. We prove that such operators generate…

We study a nonlinear semigroup associated to a nonexpansive mapping on a Hadamard space and establish its weak convergence to a fixed point. A discrete-time counterpart of such a semigroup, the proximal point algorithm, turns out to have…

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow…

In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…

We give sufficient conditions for ergodicity of the Markovian semigroups associated to Dirichlet forms on standard forms of von Neumann algebras constructed by the method proposed in Refs. [Par1,Par2]. We apply our result to show that the…

An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…

We study accretive quadratic operators with zero singular spaces. These degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in the Schwartz space for any…

We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…

We give locally finite Markov trees in $L^p$-compact$,$ separable Hilbert$,$ supersymmetric process$:$ $[0,\infty)\!\times\!\mathbb{R}^{\lvert\mathcal{A}^{\otimes m}\rvert}/\mathcal{A}^{\otimes m}$ on quantum ${\rm…

In this paper we consider a class of non-local in time telegraph equations. Recently, it has been proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We…

For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all…

We study the asymptotic behaviour of solutions of a class of linear non-local measure-valued differential equations with time delay. Our main result states that the solutions asymptotically exhibit a parabolic like behaviour in the large…

On a suitable class of non-compact manifolds, we study (pseudo)differential operators which feature an asymptotic translation-invariance along one axis and an asymptotic dilation-invariance, or asymptotic homogeneity with respect to…