Global properties of transition probabilities of singular diffusions

DOI10.1137/S0040585X97984012MaRDI QIDQ3581317zbMATH OpenOpenAlexFDO

Authors Giorgio Metafune, Diego Pallara, A. Rhandi

Publication date 16 August 2010

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

Full work available at URL https://doi.org/10.1137/s0040585x97984012

zbMATH Keywords

transition probabilitiestransition semigroupsparabolic regularity

Mathematics Subject Classification ID

Diffusion processes (60J60)

Recommendations

• Global properties of transition kernels associated with second-order elliptic operators
• Positive densities of transition probabilities of diffusion processes
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Regularity properties of transition probabilities in infinite dimensions
• Global properties of invariant measures

Cited in

(25)

• Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
• Global properties of transition kernels associated with second-order elliptic operators
• Rates of convergence for the policy iteration method for mean field games systems
• On the quadratic convergence of Newton's method for mean field games with non-separable Hamiltonian
• Learning Optimal Policies in Potential Mean Field Games: Smoothed Policy Iteration Algorithms
• Time-dependent focusing mean-field games: the sub-critical case
• On quasi-stationary Mean Field Games of Controls
• Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
• Lipschitz regularity for viscous Hamilton-Jacobi equations with \(L^p\) terms
• Bounds for the gradient of the transition kernel for elliptic operators with unbounded diffusion, drift and potential term
• Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
• Kernel estimates for nonautonomous Kolmogorov equations
• Regularity of solutions to Fokker-Planck-Kolmogorov equations
• Time dependent Lyapunov functions for some Kolmogorov semigroups perturbed by unbounded potentials
• Long time behavior of heat kernels of operators with unbounded drift terms
• A policy iteration method for mean field games
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• The Fokker-Planck-Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix
• Kernel estimates for parabolic systems of partial differential equations with unbounded coefficients
• On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures
• Kernel estimates for nonautonomous Kolmogorov equations with potential term
• Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity
• Weighted Hardy's inequality and the Kolmogorov equation perturbed by an inverse-square potential
• Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
• On the existence and uniqueness of solutions to time-dependent fractional MFG

This page was built for publication: Global properties of transition probabilities of singular diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3581317)