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Periodic Homogenization for Hypoelliptic Diffusions

โœ Scribed by M. Hairer; G. A. Pavliotis

Book ID
111595209
Publisher
Springer
Year
2004
Tongue
English
Weight
154 KB
Volume
117
Category
Article
ISSN
0022-4715

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We consider a hypoelliptic two-parameter diffusion. We first prove a sharp upper bound in small time (s, t) ยฅ [0, 1] 2 for the L p -moments of the inverse of the Malliavin matrix of the diffusion process. Second, we establish the behaviour of 2e 2 log p s, t (x, y), as e a 0, where x is the initial