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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
Phase space contraction of degenerately damped random splittings
David P. Herzog, Jonathan C. Mattingly
When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system…