Some estimates of the transition density of a nondegenerate diffusion Markov process

DOI10.1214/aop/1176990440zbMath0738.60060MaRDI QIDQ1176149

S. Singh

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990440

zbMATH Keywords

dynamic programming; transition density; stochastic parallel translation; nondegenerate diffusion process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H07: Stochastic calculus of variations and the Malliavin calculus

60J35: Transition functions, generators and resolvents