Zero-noise limit with a bounded potential

ID: zero-noise-limit-with-a-bounded-potential

For globally Lipschitz drift , couple and from the same point. The Gronwall inequality gives . Thus convergence is uniform on each finite horizon. The Feynman-Kac formula for generator has weight , with a positive sign. Bounded continuous is uniformly continuous on a compact neighbourhood of the deterministic trajectory, and bounded continuous supplies a deterministic integrable bound. The dominated convergence theorem proves the displayed limit without requiring global uniform continuity of .

New to topics? Read the docs here!