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Small time asymptotics of diffusion processes |
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| Authors: | A F M ter Elst Derek W Robinson Adam Sikora |
| Institution: | (1) Department of Mathematics, University of Auckland, Private bag 92019, Auckland, New Zealand;(2) Centre for Mathematics and its Applications, Mathematical Sciences Institute, Australian National University, Canberra, ACT, 0200, Australia;(3) Department of Mathematical Sciences, New Mexico State University, P.O. Box 30001, Las Cruces, NM 88003-8001, USA |
| 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. |
| Keywords: | Mathematics Subject Classification (2000):" target="_blank">Mathematics Subject Classification (2000): 35B40 58J65 35J70 35Hxx 60J60 |
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