On an Ergodic Property of Diffusion Semigroups on Euclidean Space

Shigeo Kusuoka, Liang Song · Institutional Repositories DataBase (IRDB) · 2003

Abstract. Consider a class of uniform elliptic diffusion processes on Euclidean spaces. We estimate transition densities and their deriva-tives uniformly with respect to the starting points. We use these re-sults to prove an ergodicity of ∇P ct (see (1.2) and Theorem 1.4) under certain conditions. This is useful in precise estimate of large deviation principles. 1.

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