Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type

DOI10.1214/19-EJP274zbMath1419.35009arXiv1808.04350OpenAlexW2952176000MaRDI QIDQ2631836

Karen Habermann

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04350

zbMATH Keywords

small-time asymptoticshypoelliptic diffusionsiterated Kolmogorov diffusion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Hypoelliptic equations (35H10)

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• Coupling the Kolmogorov diffusion: maximality and efficiency considerations
• On Limit Theorems for Gaussian Processes
• On the Cheng-Yau gradient estimate for Carnot groups and sub-Riemannian manifolds

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