Abstract
We consider stochastic differential equations with a drift term of gradient type and driven by Gaussian white noise on R d . Particular attention is given to the kernel p t , t > 0 of the transition semigroup associated with the solution process. Under some rather strong regularity and growth assumptions on the coefficients, we adapt previous work by Thierry Hargé on Schrödinger operators and prove that the small time asymptotic expansion of p t , t > 0 is Borel summable. We also briefly indicate some extensions and applications.
| Original language | English |
|---|---|
| Pages (from-to) | 211-223 |
| Number of pages | 13 |
| Journal | Asymptotic Analysis |
| Volume | 114 |
| Issue number | 3-4 |
| DOIs | |
| State | Published - 2019 |
Bibliographical note
Publisher Copyright:© 2019 - IOS Press and the authors. All rights reserved.
Keywords
- Borel summability
- SDEs
- asymptotic expansions
ASJC Scopus subject areas
- General Mathematics