Skip navigation
Skip navigation

Small time asymptotics of diffusion processes

ter Elst, A F M; Robinson, Derek; Sikora, Adam

Description

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.

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
URI: http://hdl.handle.net/1885/28126
Source: Journal of Evolution Equations
DOI: 10.1007/s00028-006-0247-x

Download

File Description SizeFormat Image
01_ter Elst_Small_time_asymptotics_of_2007.pdf258.02 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator