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

zbMATH Keywords

diffusion processestransition probabilityNewton's law

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cited In (6)

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• 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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