Small time asymptotics for an example of strictly hypoelliptic heat kernel
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🧮 math.PR
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asymptoticshypoellipticsmallstrictlytimechaosdensitydiffusion
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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.
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