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math.PR2024
Small-time asymptotics for hypoelliptic diffusions
Juraj Földes, David P. Herzog
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise…
math.PR2024
Stochastic Extinction, An Average Lyapunov Function Approach
Juraj Foldes, Declan Stacy
We study the stability of , an invariant subset of a Markov process on a metric space . By building the theory of average Lyapunov fun…