Title:
Quantitative Heat-Kernel Estimates for Diffusions with Distributional Drift
Author(s):
Perkowski, Nicolas; van Zuijlen, Willem
Year of publication:
2023
Available Date:
2023-08-28T06:21:07Z
Abstract:
We consider the stochastic differential equation on Rd given by dXt=b(t,Xt)dt+dBt, where B is a Brownian motion and b is considered to be a distribution of regularity >−12. We show that the martingale solution of the SDE has a transition kernel Γt and prove upper and lower heat-kernel estimates for Γt with explicit dependence on t and the norm of b.
Part of Identifier:
e-ISSN (online): 1572-929X
Keywords:
Heat-kernel estimate
Singular diffusion
Parametrix method
DDC-Classification:
510 Mathematik
Publication Type:
Wissenschaftlicher Artikel
URL of the Original Publication:
DOI of the Original Publication:
Journaltitle:
Potential Analysis
Department/institution:
Mathematik und Informatik
Institut für Mathematik
Comments:
Die Publikation wurde aus Open Access Publikationsgeldern der Freien Universität Berlin gefördert.
