Estimates Uniform in Time for the Transition Probability of Diffusions with Small Drift and for Stochastically Perturbed Newton Equations

    loading  Checking for direct PDF access through Ovid


An estimate uniform in time for the transition probability of diffusion processes with small drift is given. This also covers the case of a degenerate diffusion describing a stochastic perturbation of a particle moving according to the Newton's law. Moreover the random wave operator for such a particle is described and the analogue of asymptotic completeness is proven, the latter in the case of a sufficiently small drift.

Related Topics

    loading  Loading Related Articles