Borel summation of the small time expansion of some SDE’s driven by Gaussian white noise

DOI10.3233/ASY-191525zbMath1433.35405arXiv1810.13158OpenAlexW2971078690MaRDI QIDQ5208810

Boubaker Smii, Sergio A. Albeverio

Publication date: 10 January 2020

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.13158

zbMATH Keywords

asymptotic expansionsBorel summabilitySDEs

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Brownian motion (60J65) Asymptotic expansions of solutions to PDEs (35C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)

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White noise space analysis and multiplicative change of measures ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise

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