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Small time equivalents for the density of a planar quadratic Langevin diffusion - MaRDI portal

Small time equivalents for the density of a planar quadratic Langevin diffusion (Q3299251)

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Small time equivalents for the density of a planar quadratic Langevin diffusion
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    Small time equivalents for the density of a planar quadratic Langevin diffusion (English)
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    22 July 2020
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    strict hypoellipticity
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    diffusion processes
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    heat kernel
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    small time asymptotics
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    Brownian motion
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    oscillatory integral
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    saddle-point method
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    Carnot-Carathéodory distance
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