Estimation de Varadhan pour des diffusions à deux paramètres

Rémi Léandre; Francesco Russo

doi:10.1007/BF01198313

Estimation de Varadhan pour des diffusions à deux paramètres

Rémi Léandre, Francesco Russo

Research output: Contribution to journal › Article › peer-review

Abstract

Under generalized Hörmander conditions the law of a two-parameter diffusion has a smooth density out of the axes. In the elliptic case we obtain an estimate of this density when the parameter is small. In this way we extend the Varadhan estimate which is well-known for ordinary diffusions.

Original language	French
Pages (from-to)	429-451
Number of pages	23
Journal	Probability Theory and Related Fields
Volume	84
Issue number	4
DOIs	https://doi.org/10.1007/BF01198313
Publication status	Published - 1 Dec 1990
Externally published	Yes

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10.1007/BF01198313

Cite this

@article{2155004399bb4816a267a415d885755f,

title = "Estimation de Varadhan pour des diffusions {\`a} deux param{\`e}tres",

abstract = "Under generalized H{\"o}rmander conditions the law of a two-parameter diffusion has a smooth density out of the axes. In the elliptic case we obtain an estimate of this density when the parameter is small. In this way we extend the Varadhan estimate which is well-known for ordinary diffusions.",

author = "R{\'e}mi L{\'e}andre and Francesco Russo",

year = "1990",

month = dec,

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doi = "10.1007/BF01198313",

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volume = "84",

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journal = "Probability Theory and Related Fields",

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T1 - Estimation de Varadhan pour des diffusions à deux paramètres

AU - Léandre, Rémi

AU - Russo, Francesco

PY - 1990/12/1

Y1 - 1990/12/1

N2 - Under generalized Hörmander conditions the law of a two-parameter diffusion has a smooth density out of the axes. In the elliptic case we obtain an estimate of this density when the parameter is small. In this way we extend the Varadhan estimate which is well-known for ordinary diffusions.

AB - Under generalized Hörmander conditions the law of a two-parameter diffusion has a smooth density out of the axes. In the elliptic case we obtain an estimate of this density when the parameter is small. In this way we extend the Varadhan estimate which is well-known for ordinary diffusions.

U2 - 10.1007/BF01198313

DO - 10.1007/BF01198313

M3 - Article

AN - SCOPUS:0000923387

SN - 0178-8051

VL - 84

SP - 429

EP - 451

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

IS - 4

ER -