Séminaire de Probabilités XLVI pp 71-103

Part of the Lecture Notes in Mathematics book series (LNM, volume 2123) | Cite as

Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel

Chapter

Abstract

A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.IRMAUniversité de StrasbourgStrasbourgFrance

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