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Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 2123)

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.

Keywords

  • Small Time Asymptotics
  • Tangible Process
  • Fourier-Laplace Transform
  • Hyperbolic Brownian Motion
  • Wiener Chaos

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Correspondence to Jacques Franchi .

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Franchi, J. (2014). Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLVI. Lecture Notes in Mathematics(), vol 2123. Springer, Cham. https://doi.org/10.1007/978-3-319-11970-0_4

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