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

被引：0

作者：

Sergio Albeverio

Astrid Hilbert

Vassili Kolokoltsov

机构：

[1] Ruhr-Universität,Mathematisches Institut

[2] SFB 237,CERFIM

[3] BiBoS;,Institute of Applied Mathematics

[4] University of Bonn,Mathematisk Institut

[5] Luleå Tekniska Universitetet,undefined

[6] Moscow Institute of New Technologies,undefined

[7] Nottingham Trent University,undefined

来源：

Journal of Theoretical Probability | 1999年 / 12卷

关键词：

Diffusion processes; transition probability; Newton's law;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：293 / 300

页数：7

共 12 条

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[4]

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[6]

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[7]

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[8]

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[9]

Kolokoltsov V.(undefined)undefined undefined undefined undefined-undefined

[10]

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