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Small time asymptotics of diffusion processes

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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.

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Authors and Affiliations

  1. Department of Mathematics, University of Auckland, Private bag 92019, Auckland, New Zealand

    A. F. M. ter Elst

  2. Centre for Mathematics and its Applications, Mathematical Sciences Institute, Australian National University, Canberra, ACT, 0200, Australia

    Derek W. Robinson

  3. Department of Mathematical Sciences, New Mexico State University, P.O. Box 30001, Las Cruces, NM, 88003-8001, USA

    Adam Sikora

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  1. A. F. M. ter Elst
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  2. Derek W. Robinson
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  3. Adam Sikora
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ter Elst, A.F.M., Robinson, D.W. & Sikora, A. Small time asymptotics of diffusion processes. J. evol. equ. 7, 79–112 (2007). https://doi.org/10.1007/s00028-006-0247-x

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  • DOI: https://doi.org/10.1007/s00028-006-0247-x

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