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On uniform positivity of transition densities of small noise constrained diffusions

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	On uniform positivity of transition densities of small noise constrained diffusions
2.	Creator	Author's name, affiliation, country	Amarjit Budhiraja; University of North Carolina at Chapel Hill; United States
2.	Creator	Author's name, affiliation, country	Zhen-Qing Chen; University of Washington; United States
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Exponential leveling, reflected diffusions, Dirichlet heat kernel estimates, Skorohod problem, exit time estimates, Friedlin-Wentzell asymptotics.
3.	Subject	Subject classification	Reflected Diffusions, Small noise asymptotics
4.	Description	Abstract	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	NSF, ARO, NNSFC
7.	Date	(YYYY-MM-DD)	2014-01-09
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/2967
10.	Identifier	Digital Object Identifier	10.1214/ECP.v19-2967
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 19
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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