Estimates uniform in time for the transition probability of diffusions with small drift and for stochastically perturbed newton equations

被引：5

作者：

Albeverio, S

Hilbert, A

Kolokoltsov, V

机构：

[1] Univ Bonn, Inst Appl Math, D-53115 Bonn, Germany

[2] Ruhr Univ Bochum, Math Inst, D-44780 Bochum, Germany

[3] USI, Acc Arch, Mendrisio, Switzerland

[4] SERFIM, BiBoS, Locarno, Switzerland

[5] Lulea Tekn Univ, Math Inst, S-97187 Lulea, Sweden

[6] Moscow Inst New Technol, Moscow, Russia

[7] Nottingham Trent Univ, Nottingham NG1 4BU, England

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1999年 / 12卷 / 02期

关键词：

diffusion processes; transition probability; Newton's law;

D O I：

10.1023/A:1021665708716

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An estimate uniform in time fur 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.

引用

页码：293 / 300

页数：8

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