{
  "id": "1810.13158",
  "version": "v1",
  "published": "2018-10-31T08:43:28.000Z",
  "updated": "2018-10-31T08:43:28.000Z",
  "title": "Borel summation of the small time expansion of SDE's driven by Gaussian white noise",
  "authors": [
    "Sergio Albeverio",
    "Boubaker Smii"
  ],
  "comment": "22 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider stochastic differential equations driven by Gaussian white noise on $\\R^d$. % We provide applications to models for financial %markets.\\\\ Particular attention is given to the kernel $p_t,\\,t\\geq 0$ 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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-31T08:43:28.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "gaussian white noise",
      "small time expansion",
      "borel summation",
      "sdes driven",
      "stochastic differential equations driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 22,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}