Two-sided estimates on the density of Brownian motion with singular drift
Let \(\mu=(\mu^1,\dots,\mu^d)\) be a family of signed measures on \({\mathbb R}^d\) belonging to the Kato class \({\mathbf K}_{d,1}\). The Brownian motion on \({\mathbb R}^d\) with drift \(\mu\) is formally defined as the diffusion process \((X_t,{\mathbf P}_x)\) with generator \({1\over 2}\Delta+ \mu\cdot \nabla\). Rigorous definition and the proof of existence of \(X_t\) are shown by \textit{R.~F.~Bass} and \textit{Z.~Q.~Chen} [Ann. Probab. 31, No. 2, 791--817 (2003; Zbl 1029.60044)]. Denote by \(q^\mu(t,x,y)\) the transition desity of \(X_t\). In this paper, two-sided Gaussian estimates of \(q^\mu\) are given, that is, it is shown that \(q^\mu(t,x,y)\) is bounded from above and below by \(c_1 e^{-c_2 t} t^{-d/2}\exp(-c_3| x-y| ^2/2t)\) for some constants \(c_i\). For a bounded smooth domain \(D\), similar estimates of the transition function \(q^{\mu,D}(t,x,y)\) of the part process \(X^D_t\) of \(X\) in \(D\) are given. The proof is performed by approximating \(\mu^i\) by \(U_n^i(x)dx\) for smooth functions \(U^n_i\) and showing that the transition function \(q_n(t,x,y)\) of the diffusion process \(X^n_t\) corresponding to \({1\over 2}\Delta+U^n\cdot \nabla\) converges uniformly to \(q^\mu(t,x,y)\). These estimates are used to prove the Harnack principle for positive harmonic functions. For a bounded \(C^{1,1}\) domain, a boundary Harnack principle of harmonic functions in \(D\) is also given by using the corresponding estimates of \(q^{\mu,D}\). In this case, the coincidence of the Martin boundary of \(X^D\) with the Euclidean boundary is also given.
- Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
- Brownian motion with singular drift
- Reflected Brownian motion with singular drift
- Dirichlet heat kernel estimates for stable processes with singular drift in unbounded \(C^{1,1}\) open sets
- scientific article; zbMATH DE number 4166244
- Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains
- Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
- Estimation of densities and applications
- Brownian motion with singular time-dependent drift
- Skeleton decomposition and law of large numbers for supercritical superprocesses
- Singular Brownian diffusion processes
- Brownian motion with drift on spaces with varying dimension
- Reflected Brownian motion with singular drift
- On transition density functions of skew Brownian motions with two-valued drift
- Dirichlet heat kernel for the Laplacian in a ball
- Probability density function of SDEs with unbounded and path-dependent drift coefficient
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- Dirichlet boundary value problems for elliptic operators with measure data
- Heat kernel estimates for \(\varDelta + \varDelta^{\alpha / 2}\) under gradient perturbation
- Strong law of large numbers for supercritical superprocesses under second moment condition
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Parabolic Harnack inequality for the mixture of Brownian motion and stable process
- Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
- On dual processes of non-symmetric diffusions with measure-valued drifts
- Dirichlet heat kernel estimates for stable processes with singular drift in unbounded \(C^{1,1}\) open sets
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
- Martin representation and relative Fatou theorem for fractional Laplacian with a gradient perturbation
- Stable process with singular drift
- Estimates of the Green function for the fractional Laplacian perturbed by gradient
- Stochastic formulations of the parametrix method
- Quasi-stationarity and quasi-ergodicity of general Markov processes
- The complement value problem for non-local operators
- Small time asymptotics for Brownian motion with singular drift
- Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation
- Two-sided Brownian motion with quadratic drift and its least concave majorant
- Neumann boundary value problems for elliptic operators with measure-valued coefficients
- Weak-type estimates and potential estimates for elliptic equations with drift terms
- Weak extinction versus global exponential growth of total mass for superdiffusions
- Limit theorems for some critical superprocesses
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise
- Two-sided estimates on Dirichlet heat kernels for time-dependent parabolic operators with singular drifts in \(C^{1,\alpha }\)-domains
- Strong existence and uniqueness of solutions of SDEs with time dependent Kato class coefficients
- Equivalence of Sobolev norms for Kolmogorov operators with scaling-critical drift
- On a chemotaxis-generalized Navier-Stokes system with rotational flux: global classical solutions and stabilization
- Some remarks on Itô stochastic processes
- Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
- Mathematical modeling and analysis for the chemotactic diffusion in porous media with incompressible Navier-Stokes equations over bounded domain
- General law of iterated logarithm for Markov processes: limsup law
- Estimates on Green functions and Schrödinger-type equations for non-symmetric diffusions with measure-valued drifts
- Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups
- Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
This page was built for publication: Two-sided estimates on the density of Brownian motion with singular drift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2505482)
