Work

Small time asymptotics for kinetic SDEs with singular drift

Year: 2026

Type: preprint

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.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2610.21396

Authors: Ren, Chongyang, Yang, Saisai, Zhang, Tusheng

Institutions: University of Science and Technology of China, University of Manchester

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: National Natural Science Foundation of China

Awards: G45425703, G6767698131, G6921324688, G790113370

OpenAlex ID: W7222549903

Cites: 8

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Related to: 10