Nash estimates and the asymptotic behavior of diffusions (Q1105288): Difference between revisions

For a uniformly bounded, smooth function \(V(x)\), \(x\in R^ n\), consider the SDE \[ (*)\quad dX_ t=-\nabla V(X_ t)dt+dW_ t,\quad X_ 0=x_ 0, \] where W is a standard Brownian motion in \(R^ n\). It is shown that the transition density, u, of the diffusion X is bounded from above and below by a constant times the transition density of a Brownian motion. The constants depend only on n and the maximum and minimum of V. These estimates are used to study - especially - asymptotics of the mean square displacement, \(E(| X_ t-x_ 0|^ 2)\), and properties of the Laplace transform of u. Moreover, the equation (*) is also considered in a random environment, and ``we also prove, using the estimates, that for a potential in \(R^ n\) of the form \(V+B\), where V is stationary random ergodic and B has compact support, the diffusion converges under space and time scaling to the same Brownian motion as does the diffusion with \(B=0.\)''