On uniform positivity of transition densities of small noise constrained diffusions
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Publication:743074
DOI10.1214/ECP.v19-2967zbMath1329.60276arXiv1308.3533MaRDI QIDQ743074
Amarjit Budhiraja, Zhen-Qing Chen
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.3533
reflectionSkorohod problemconstrained diffusionsexponential levelingDirichlet heat kernel estimatesexit time estimatesFriedlin-Wentzell asymptotics
Continuous-time Markov processes on general state spaces (60J25) Stochastic network models in operations research (90B15) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Large deviations (60F10)