Brownian motion with drift on spaces with varying dimension

DOI10.1016/j.spa.2018.07.001zbMath1481.60163arXiv1610.09751OpenAlexW2962803375MaRDI QIDQ2000141

Shuwen Lou

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09751

zbMATH Keywords

Brownian motionGreen functionLaplacianheat kernel estimatestransition density functionsingular driftspace of varying dimension

Mathematics Subject Classification ID

Brownian motion (60J65) Dirichlet forms (31C25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

Related Items (3)

Distorted Brownian motions on space with varying dimension ⋮ Heat kernel estimates on spaces with varying dimension ⋮ On transition density functions of skew Brownian motions with two-valued drift

Cites Work

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• Time-dependent gradient perturbations of fractional Laplacian
• Two-sided estimates on Dirichlet heat kernels for time-dependent parabolic operators with singular drifts in \(C^{1,\alpha }\)-domains
• Gaussian bounds for the fundamental solutions of \(\nabla(A\nabla u)+B\nabla u-u_ t=0\)
• Brownian motion with singular drift
• Comparison of Green functions and harmonic measures for parabolic operators
• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
• Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
• Two-sided estimates on the density of Brownian motion with singular drift

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