Comparison theorem and estimates for transition probability densities of diffusion processes
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Publication:1424391
DOI10.1007/S00440-003-0291-1zbMath1050.60061OpenAlexW2038911169MaRDI QIDQ1424391
Francesco Russo, Zhongmin Qian, Wei An Zheng
Publication date: 11 March 2004
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-003-0291-1
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Heat equation (35K05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35)
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