Small time asymptotics of diffusion processes

Details Small time asymptotics of diffusion processes Small time asymptotics of diffusion processes

2006-01-14

arxiv.org/abs/math/0601350v1

Mathematics

Analysis of PDEs

29 pages

Scientific paper

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.

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