Explicit and sharp two-sided estimates for the killed Langevin process
Probability
2023-03-06 v2
Abstract
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.
Cite
@article{arxiv.2209.02378,
title = {Explicit and sharp two-sided estimates for the killed Langevin process},
author = {Mouad Ramil},
journal= {arXiv preprint arXiv:2209.02378},
year = {2023}
}