A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition |
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A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (English)
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23 September 2022
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weak Hörmander condition
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asymptotic estimates
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parametrix
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hypoelliptic diffusion
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Asian options
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