Quantitative heat kernel estimates for diffusions with distributional drift
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2768 | |
dc.contributor.author | Perkowski, Nicolas | |
dc.contributor.author | van Zuijlen, Willem | |
dc.date.accessioned | 2022-06-30T13:14:20Z | |
dc.date.available | 2022-06-30T13:14:20Z | |
dc.date.issued | 2020 | |
dc.description.abstract | We consider the stochastic differential equation on ℝ d given by d X t = b(t,Xt ) d t + d Bt, where B is a Brownian motion and b is considered to be a distribution of regularity > - 1/2. We show that the martingale solution of the SDE has a transition kernel Γt and prove upper and lower heat kernel bounds for Γt with explicit dependence on t and the norm of b. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9418 | |
dc.identifier.uri | https://doi.org/10.34657/8456 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2768 | |
dc.relation.hasversion | https://doi.org/10.1007/s11118-021-09984-3 | |
dc.relation.issn | 2198-5855 | |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | |
dc.subject.other | Heat kernel bound | eng |
dc.subject.other | singular diffusion | eng |
dc.subject.other | parametrix method | eng |
dc.title | Quantitative heat kernel estimates for diffusions with distributional drift | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 20 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
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