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Motivation. I’m not an expert on stochastic calculus and stochastic differential equations; I often see the Fokker-Planck equations and Hörmander's theorem formulated as addressing “transition ...

Let $h\in C^2(\mathbb R)$ with $$h''\ge\rho\tag1$$ for some $\rho>0$ and $$\int\underbrace{e^{-h}}_{=:\:\varrho}\:{\rm d}\lambda=1$$ $\mu$ be the measure with density $\varrho$ with respect to the ...