Small time asymptotics of diffusion processes

A. F M Ter Elst; Derek W. Robinson; Adam Sikora

doi:10.1007/s00028-006-0247-x

Small time asymptotics of diffusion processes

A. F M Ter Elst^*, Derek W. Robinson, Adam Sikora

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

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.

Original language	English
Pages (from-to)	79-112
Number of pages	34
Journal	Journal of Evolution Equations
Volume	7
Issue number	1
DOIs	https://doi.org/10.1007/s00028-006-0247-x
Publication status	Published - Mar 2007
Externally published	Yes

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title = "Small time asymptotics of diffusion processes",

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.",

author = "{Ter Elst}, {A. F M} and Robinson, {Derek W.} and Adam Sikora",

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AU - Ter Elst, A. F M

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AU - Sikora, Adam

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AB - 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.

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DO - 10.1007/s00028-006-0247-x

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VL - 7

SP - 79

EP - 112

JO - Journal of Evolution Equations

JF - Journal of Evolution Equations

IS - 1

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Small time asymptotics of diffusion processes

Abstract

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