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.
| Status | Finished |
|---|---|
| Effective start/end date | 15/04/19 → 15/04/20 |
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