Small time asymptotics of diffusion processes.

Autor: A. ter Elst, Derek Robinson, Adam Sikora
Zdroj: Journal of Evolution Equations; Mar2007, Vol. 7 Issue 1, p79-112, 34p
Abstrakt: Abstract.??We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate elliptic operators. In the degenerate case the asymptotics incorporate possible non-ergodicity. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index