A representation formula for transition probability densities of diffusions and applications

DOI10.1016/j.spa.2003.12.004zbMath1070.60072MaRDI QIDQ2485752

Zhongmin Qian, Wei An Zheng

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.12.004

zbMATH Keywords

Heat kernel estimates

Mathematics Subject Classification ID

60G15: Gaussian processes

60J60: Diffusion processes

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Cites Work

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• Sharp bounds for transition probability densities of a class of diffusions
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• On conditional diffusion processes
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• A singular large deviations phenomenon