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Small-time asymptotics of heat kernels of one-dimensional diffusions in a random environment

Wang, Yiduo et al.
arXiv (All) · Papers
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We establish the Varadhan small-time asymptotics for the quenched and annealed heat kernels of one-dimensional diffusions in a random environment with generator $\mathcal L_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $a$ and $ρ$ are continuous in space and satisfy a local exponential mom
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