Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Lower estimates of transition densities and bounds on exponential
  ergodicity for stochastic PDE's   A formula for the transition density of a Markov process defined by an
infinite-dimensional stochastic equation is given in terms of the
Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is
provided. As a consequence, uniform exponential ergodicity and $V$-ergodicity
are proved for a large class of equations. We also provide computable bounds on
the convergence rates and the spectral gap for the Markov semigroups defined by
the equations. The bounds turn out to be uniform with respect to a large family
of nonlinear drift coefficients. Examples of finite-dimensional stochastic
equations and semilinear parabolic equations are given.

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The categories of this paper are: bayes-an
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The categories of this paper are: solv-int
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The categories of this paper are: q-fin
31
The categories of this paper are: ao-sci
35
The categories of this paper are: mtrl-th
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The categories of this paper are: dg-ga
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The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
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The categories of this paper are: atom-ph
4
The categories of this paper are: cond-mat
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The categories of this paper are: adap-org
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The categories of this paper are: nucl-th
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The categories of this paper are: q-bio
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The categories of this paper are: econ
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The categories of this paper are: eess
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The categories of this paper are: comp-gas