Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes

DOI10.1137/S0040585X97982967MaRDI QIDQ3521339zbMATH OpenOpenAlexFDO

Authors Vladimir I. Bogachev, S. V. Shaposhnikov, Michael Röckner

Publication date 21 August 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982967

zbMATH Keywords

Harnack inequalitylower bounds for solutions to parabolic equationssecond-order elliptic and parabolic equationsunbounded drift coefficientswhole space setting

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(27)

• Bounds for the transition density of time-homogeneous diffusion processes
• Cores for parabolic operators with unbounded coefficients
• Comparison theorem and estimates for transition probability densities of diffusion processes
• Sharp bounds for transition probability densities of a class of diffusions
• Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity
• Asymptotics of an efficient Monte Carlo estimation for the transition density of diffusion processes
• A representation formula for transition probability densities of diffusions and applications
• Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
• Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
• Diagonal estimates of transition probability densities of certain degenerate diffusion processes
• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Stationary diffusion processes with discontinuous drift coefficients
• Global properties of transition kernels associated with second-order elliptic operators
• The Fokker-Planck-Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
• On Some Diffusion Processes with Stationary Distributions
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
• Positive densities of transition probabilities of diffusion processes
• Rates of convergence to the stationary distribution for k-dimensional diffusion processes
• scientific article; zbMATH DE number 4040988 (Why is no real title available?)
• Density estimates for phase transitions with a trace
• Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
• Stationary and invariant densities and disintegration kernels
• Basic estimates of stability rate for one-dimensional diffusions
• scientific article; zbMATH DE number 2213959 (Why is no real title available?)
• Time dependent Lyapunov functions for some Kolmogorov semigroups perturbed by unbounded potentials
• Bounds for the gradient of the transition kernel for elliptic operators with unbounded diffusion, drift and potential term
• \(L^p\)-regularity for parabolic operators with unbounded time-dependent coefficients

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