Small-time fluctuations for sub-Riemannian diffusion loops

DOI10.1007/s00440-017-0788-7zbMath1396.58026arXiv1606.00422OpenAlexW3100788547WikidataQ59614232 ScholiaQ59614232MaRDI QIDQ1656534

Karen Habermann

Publication date: 10 August 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.00422

zbMATH Keywords

diffusion processessub-Riemannian structureMalliavin covariance matrixsmall-time fluctuations

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Hypoelliptic equations (35H10) Sub-Riemannian geometry (53C17)

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