Bounds for the transition density of time-homogeneous diffusion processes (Q1009726): Difference between revisions

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-Andrew N. Downes
@@ Property / author: Andrew N. Downes / rank @@
-Normal rank
@@ Property / author @@
+Andrew N. Downes
@@ Property / author: Andrew N. Downes / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1990916259
@@ Property / OpenAlex ID: W1990916259 / rank @@
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@@ Property / arXiv ID @@
+.4586
@@ Property / arXiv ID: 0807.4586 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+First passage densities and boundary crossing probabilities for diffusion processes
+Normal rank
@@ Property / cites work @@
+Some remarks on the Rayleigh process
@@ Property / cites work: Some remarks on the Rayleigh process / rank @@
+Normal rank
@@ Property / cites work @@
+Foundations of Modern Probability
@@ Property / cites work: Foundations of Modern Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of SDE through computer experiments. Including floppy disk
+Normal rank
@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
+Normal rank
@@ Property / cites work @@
+A representation formula for transition probability densities of diffusions and applications
+Normal rank
@@ Property / cites work @@
+Comparison theorem and estimates for transition probability densities of diffusion processes
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth Transition Densities for One-Dimensional Diffusions
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@@ links / mardi / name / links / mardi / name @@
+Publication:1009726