Asymptotic behavior of transition density of diffusion markov process with small diffusion†

DOI10.1080/17442508408833314zbMath0538.60059OpenAlexW2005027924MaRDI QIDQ3324767

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Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833314

zbMATH Keywords

asymptotic expansiontransition density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (4)

Convergence rates for annealing diffusion processes ⋮ Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential ⋮ Strong ergodicity results on wiener space ⋮ Strong ergodicity results on wiener space

Cites Work

• Unnamed Item
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• Asymptotic probabilities and differential equations

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