On uniform positivity of transition densities of small noise constrained diffusions (Q743074)
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scientific article
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| English | On uniform positivity of transition densities of small noise constrained diffusions |
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On uniform positivity of transition densities of small noise constrained diffusions (English)
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22 September 2014
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constrained diffusions
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exponential leveling
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reflection
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Dirichlet heat kernel estimates
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Skorohod problem
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exit time estimates
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Friedlin-Wentzell asymptotics
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0.9093528
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0.8916448
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0.88868964
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0.8849172
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0.8846244
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0.8822849
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0.8816395
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