On the small time asymptotics of diffusion processes on path groups (Q1598522)
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scientific article; zbMATH DE number 1744766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the small time asymptotics of diffusion processes on path groups |
scientific article; zbMATH DE number 1744766 |
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On the small time asymptotics of diffusion processes on path groups (English)
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23 May 2002
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The authors obtain Varadhan-type small time asymptotics for diffusion processes on path groups. The results cannot be obtained by direct application of asymptotics on Wiener space; instead, an intrinsic metric approach is employed, for more regularity is required.
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small time asymptotics
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intrinsic metric
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Lyons-Zheng's decomposition
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0.9170655
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0.90162826
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0.8950204
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0.88613284
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0.88441133
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0.87971985
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