Some estimates of the transition density of a nondegenerate diffusion Markov process
From MaRDI portal
Publication:1176149
DOI10.1214/aop/1176990440zbMath0738.60060OpenAlexW2048258543MaRDI QIDQ1176149
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35)
Related Items (40)
Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces. ⋮ On forward stochastic integrals over the loop space ⋮ EXPONENTIAL INTEGRABILITY FOR IMAGES OF ORNSTEIN–UHLENBECK OPERATORS ACTING ON CYLINDER FUNCTIONS ON LOOP SPACES ⋮ First order Feynman-Kac formula ⋮ Sharp explicit lower bounds of heat kernels ⋮ On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems ⋮ On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold ⋮ Yang-Mills fields and random holonomy along Brownian bridges ⋮ Stability of Densities for Perturbed Diffusions and Markov Chains ⋮ Homogenization of periodic diffusion with small jumps ⋮ Ergodicity of Lévy-Type Processes ⋮ Log-Hessian and deviation bounds for Markov semi-groups, and regularization effect in \(\mathbb{L}^1 \) ⋮ Looking forwards and backwards: dynamics and genealogies of locally regulated populations ⋮ Probability density function of SDEs with unbounded and path-dependent drift coefficient ⋮ Logarithmic heat kernel estimates without curvature restrictions ⋮ On recurrence and transience of two-dimensional Lévy and Lévy-type processes ⋮ Removable sets and \(L^p\)-uniqueness on manifolds and metric measure spaces ⋮ Perelman's entropy formula for the Witten Laplacian on Riemannian manifolds via Bakry-Emery Ricci curvature ⋮ Local spectral gaps on loop spaces. ⋮ Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem ⋮ Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift ⋮ A multi-step Richardson-Romberg extrapolation method for stochastic approximation ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Nonparametric estimation for linear SPDEs from local measurements ⋮ Martingale problems for some degenerate Kolmogorov equations ⋮ Exit time and invariant measure asymptotics for small noise constrained diffusions ⋮ Estimates of the transition density of a gas system ⋮ Stochastic optimal transport revisited ⋮ Long-time behavior for a class of Feller processes ⋮ Density estimates for a random noise propagating through a chain of differential equations ⋮ Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\) ⋮ Weak error for continuous time Markov chains related to fractional in time P(I)DEs ⋮ Hamilton's Harnack inequality and the \(W\)-entropy formula on complete Riemannian manifolds ⋮ Estimates of Dirichlet heat kernels ⋮ The log-Sobolev inequality on loop space over a compact Riemannian manifold ⋮ \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions ⋮ Maximum likelihood estimation of diffusions by continuous time Markov chain ⋮ Short time behavior of Hermite functions on compact Lie groups ⋮ Exact simulation for multivariate Itô diffusions ⋮ On noncooperative \(n\)-player principal eigenvalue games
This page was built for publication: Some estimates of the transition density of a nondegenerate diffusion Markov process
