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

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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Q3150773
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+First passage densities and boundary crossing probabilities for diffusion processes
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+Some remarks on the Rayleigh process
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+Foundations of Modern Probability
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+Numerical solution of SDE through computer experiments. Including floppy disk
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+Q4522393
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+A representation formula for transition probability densities of diffusions and applications
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+Comparison theorem and estimates for transition probability densities of diffusion processes
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+Smooth Transition Densities for One-Dimensional Diffusions
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