Positive densities of transition probabilities of diffusion processes

DOI10.1137/S0040585X97983523MaRDI QIDQ3556714zbMATH OpenOpenAlexFDO

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

Publication date 26 April 2010

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

Full work available at URL https://doi.org/10.1137/s0040585x97983523

zbMATH Keywords

density of transition probabilitydiffusioninfinite-dimensional diffusionparabolic equationpositive densitystationary distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60)

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(20)

• Positivity of Brownian transition densities
• \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
• Governing equations for probability densities of stochastic differential equations with discrete time delays
• On parabolic inequalities for generators of diffusions with jumps
• Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids
• A practical criterion for positivity of transition densities
• Diffusion processes with non-smooth diffusion coefficients and their density functions
• On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation
• scientific article; zbMATH DE number 4137142 (Why is no real title available?)
• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
• Global properties of transition probabilities of singular diffusions
• Transition probability density of a certain diffusion process concentrated on a finite spatial interval
• scientific article; zbMATH DE number 166784 (Why is no real title available?)
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• Asymptotic properties of the norm of the extremum of a sequence of normal random functions
• Transition density of one-dimensional diffusion with discontinuous drift
• Transition density of an infinite-dimensional diffusion with the jack parameter
• The stochastic balance equation for the American option value function and its gradient
• Time evolution of probability density in stochastic dynamical systems with time delays: the governing equation and its numerical solution
• On uniform positivity of transition densities of small noise constrained diffusions

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