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PreprintarXiv licencearXiv

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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Cite

BibTeXRIS
BibTeX
@misc{ren2026small,
  title = {{Small time asymptotics for kinetic SDEs with singular drift}},
  author = {Chongyang Ren and Saisai Yang and Tusheng Zhang},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.21396},
  eprint = {2610.21396},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.21396},
}
RIS
TY  - UNPB
TI  - Small time asymptotics for kinetic SDEs with singular drift
AU  - Chongyang Ren
AU  - Saisai Yang
AU  - Tusheng Zhang
PY  - 2026
DA  - 2026/10/15
PB  - arXiv
DO  - 10.48550/arxiv.2610.21396
UR  - https://arxiv.org/abs/2610.21396
AB  - 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.
ER  -