On some asymptotic expansions of skew diffusions

DOI10.1007/978-3-031-47417-0_22MaRDI QIDQ6630462

Noufel Frikha, Arturo Kohatsu-Higa

Publication date: 31 October 2024

zbMATH Keywords

Markov semigroupperturbation techniqueheat kernel expansions

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The parametrix method for skew diffusions
• Exponential decay of the heat kernel over the diagonal. II
• A probabilistic interpretation of the parametrix method
• On the constructions of the skew Brownian motion
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Sulle equazioni lineari totalmente ellittiche alle derivate parziali.
• On the weak approximation of a skew diffusion by an Euler-type scheme
• Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
• Integration by parts formula for killed processes: a point of view from approximation theory
• On applications of the Levi method in the theory of parabolic equations
• Small time chaos approximations for heat kernels of multidimensional diffusions
• Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
• Stochastic formulations of the parametrix method
• Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients
• Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift
• DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE

This page was built for publication: On some asymptotic expansions of skew diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6630462)