Ergodic Density Estimates for some diffusion processes

MaRDI QIDQ6371037zbMATH OpenFDO

Authors Bert Koehler, Volker Krafft

Publication date 23 June 2021

Abstract: For n-dimensional ergodic diffusion processes with values in $G=mathbb{R}_{+}^n$ we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the elliptic symbol towards the boundary of $G$.

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