Small time asymptotics of diffusion processes

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

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Small time asymptotics of diffusion processes

Date

2007

Authors

ter Elst, A F M

Robinson, Derek

Sikora, Adam

Publisher

Birkhauser Verlag

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.

URI

http://hdl.handle.net/1885/28126

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ANU Research Publications

Source

Journal of Evolution Equations

Type

Journal article

DOI

10.1007/s00028-006-0247-x

Restricted until

2037-12-31

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Small time asymptotics of diffusion processes

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