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arXiv · 2610.21396

Small time asymptotics for kinetic SDEs with singular drift

Chongyang Ren·Saisai Yang·Tusheng Zhang
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Abstract

We study small-time asymptotics for kinetic stochastic differential equations with singular drifts in kinetic Kato classes. We establish a small-time large deviation principle and prove a pointwise Varadhan-type asymptotic for the associated transition density.

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Chongyang Ren, Saisai Yang, Tusheng Zhang. 2026-10-15. Small time asymptotics for kinetic SDEs with singular drift. https://arxiv.org/abs/2610.21396

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