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
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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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DOI: https://doi.org/10.1007/978-3-319-11970-0_4
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