Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces

DOI10.1214/ECP.V14-1510zbMath1196.60055MaRDI QIDQ967688

Terence Jegaraj

Publication date: 30 April 2010

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

Full work available at URL: https://eudml.org/doc/231074

zbMATH Keywords

Hilbert spacedensitiesOrnstein-Uhlenbecksmall time asymptotics

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Limit theorems in probability theory (60F99)

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