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arXiv · 2209.02378

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

Mouad Ramil
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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.

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Mouad Ramil. 2022-09-06. Explicit and sharp two-sided estimates for the killed Langevin process. https://arxiv.org/abs/2209.02378

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