Two-sided estimates on the density of Brownian motion with singular drift

zbMATH Open1110.60071MaRDI QIDQ2505482FDOQ2505482

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

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Publication:3492542

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Diffusion processes (60J60) Estimates of eigenvalues in context of PDEs (35P15) Dirichlet forms (31C25) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

Cited In (39)

Martin representation and relative Fatou theorem for fractional Laplacian with a gradient perturbation
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
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
Estimates on Green functions and Schrödinger-type equations for non-symmetric diffusions with measure-valued drifts
Brownian motion with singular time-dependent drift
Singular Brownian diffusion processes
Skeleton decomposition and law of large numbers for supercritical superprocesses
Quasi-stationarity and quasi-ergodicity of general Markov processes
Brownian motion with drift on spaces with varying dimension
Reflected Brownian motion with singular drift
Dirichlet boundary value problems for elliptic operators with measure data
Stable process with singular drift
Estimates of the Green function for the fractional Laplacian perturbed by gradient
Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation
Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
Stochastic formulations of the parametrix method
Strong law of large numbers for supercritical superprocesses under second moment condition
The complement value problem for non-local operators
Dirichlet heat kernel for the Laplacian in a ball
Two-sided estimates on Dirichlet heat kernels for time-dependent parabolic operators with singular drifts in \(C^{1,\alpha }\)-domains
Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
On transition density functions of skew Brownian motions with two-valued drift
Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
Weak extinction versus global exponential growth of total mass for superdiffusions
Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups
Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
Parabolic Harnack inequality for the mixture of Brownian motion and stable process
Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
Heat kernel estimates for \(\varDelta + \varDelta^{\alpha / 2}\) under gradient perturbation
Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains
Limit theorems for some critical superprocesses
Small time asymptotics for Brownian motion with singular drift
Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
Weak-type estimates and potential estimates for elliptic equations with drift terms
Neumann boundary value problems for elliptic operators with measure-valued coefficients
Probability density function of SDEs with unbounded and path-dependent drift coefficient
Two-sided Brownian motion with quadratic drift and its least concave majorant
Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise

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