Estimates uniform in time for the transition probability of diffusions with small drift and for stochastically perturbed Newton equations

DOI10.1023/A:1021665708716zbMATH Open0928.60061OpenAlexW1529680107MaRDI QIDQ1295847FDOQ1295847

Authors: Astrid Hilbert, S. Albeverio, Vassili Kolokoltsov 

Publication date: 12 January 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021665708716

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zbMATH Keywords

diffusion processestransition probabilityNewton's law

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (6)

• Chung’s law for integrated Brownian motion
• Title not available (Why is that?)
• Stochastic perturbation of a cubic anharmonic oscillator
• Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise
• Asymptotic expansions for SDE's with small multiplicative noise
• Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow

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