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Borel summation of the small time expansion of SDE's driven by Gaussian white noise

Project: Research

Project Details

Description

We consider a stochastic differential equations driven by Gaussian White noise on R^d. Particular attention will be given to the kernel p_t, t 0 of the transition semigroup associated with the solution process. Under some assumptions on the coefficients, we prove that the small time asymptotic expansion of p_t is Borel summable. Applications will be given at the end of this work.
StatusFinished
Effective start/end date15/04/1915/04/20

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