| Título: | On uniform positivity of transition densities of small noise constrained diffusions |
| Autores: |
Budhiraja, Amarjit; University of North Carolina at Chapel Hill Chen, Zhen-Qing; University of Washington |
| Fecha: | 2014-01-09 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Exponential leveling, reflected diffusions, Dirichlet heat kernel estimates, Skorohod problem, exit time estimates, Friedlin-Wentzell asymptotics. Reflected Diffusions, Small noise asymptotics |
| Descripción: | Constrained diffusions in convex polyhedral cones with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter $\varepsilon> 0$, are considered. Using an interior Dirichlet heat kernel lower bound estimate for second order elliptic operators in bounded domains from Zhang (1995), certain uniform in $\varepsilon$ lower bounds on transition densities of such constrained diffusions are established. These lower bounds together with results from Biswas & Budhiraja (2011) give, under additional stability conditions, an exponential leveling property as $\varepsilon \to 0$ for exit times from suitable bounded domains. |
| Idioma: | Inglés |
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