scientific article; zbMATH DE number 4007392

zbMATH Open0621.60080MaRDI QIDQ3757098FDOQ3757098

Authors: Constantin Vârsan 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

degenerate diffusionsMalliavin's covariance matrixsmooth density for transition probabilities

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (6)

• Title not available (Why is that?)
• A regularity condition on the transition probability measure of a diffusion process
• Some estimates of the transition density of a nondegenerate diffusion Markov process
• Estimation of the density of a strongly degenerated diffusion. Study of an example
• Diagonal estimates of transition probability densities of certain degenerate diffusion processes
• Last exit decompositions and regularity at the boundary of transition probabilities

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