论文标题

被杀死的Langevin过程的显式和尖锐的双向估计

Explicit and sharp two-sided estimates for the killed Langevin process

论文作者

Ramil, Mouad

论文摘要

我们证明了具有二次潜力的Langevin工艺过渡密度的明确和尖锐的双向估计值,在位置间隔之外被杀死(0,1)。还获得了该过渡密度的长时间渐近学。特别是,这使我们能够证明被杀的半群在有条件地有条件地呈现。

We prove explicit and sharp two-sided estimates for the transition density of the Langevin process with quadratic potential, killed outside of the position interval (0,1). The long-time asymptotics of this transition density are also obtained. In particular, this allows us to show that the killed semigroup is uniformly conditionally ergodic.

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