A probabilistic point of view for the Kolmogorov hypoelliptic equations

DOI10.1051/ps/2023007zbMath1517.60080arXiv2109.06529OpenAlexW4324296285MaRDI QIDQ6133926

Clémentine Prieur, Pierre Étoré, José Rafael León

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.06529

zbMATH Keywords

asymptotic expansionFeynman-Kac formulahypoelliptic Kolmogorov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35)

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