On uniform positivity of transition densities of small noise constrained diffusions

DOI10.1214/ECP.v19-2967zbMath1329.60276arXiv1308.3533MaRDI QIDQ743074

Amarjit Budhiraja, Zhen-Qing Chen

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.3533

zbMATH Keywords

reflectionSkorohod problemconstrained diffusionsexponential levelingDirichlet heat kernel estimatesexit time estimatesFriedlin-Wentzell asymptotics

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic network models in operations research (90B15) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Large deviations (60F10)