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- ItemQuantitative heat kernel estimates for diffusions with distributional drift(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Perkowski, Nicolas; van Zuijlen, WillemWe 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.