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Small-time asymptotics for hypoelliptic diffusions

math.PR · 2024-12-15 · accept · novelty 8.0

An inductive scaling procedure gives functional LIL and distributional limits at time zero for degenerate additive-noise diffusions, plus a sufficient condition for boundary regularity.

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  • Small-time asymptotics for hypoelliptic diffusions math.PR · 2024-12-15 · accept · none · ref 2

    An inductive scaling procedure gives functional LIL and distributional limits at time zero for degenerate additive-noise diffusions, plus a sufficient condition for boundary regularity.