Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
نویسندگان
چکیده
منابع مشابه
Small time asymptotics of diffusion processes
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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ژورنال
عنوان ژورنال: Stochastics and Dynamics
سال: 2014
ISSN: 0219-4937,1793-6799
DOI: 10.1142/s0219493713500263