scientific article; zbMATH DE number 4007392

MaRDI QIDQ3757098zbMATH OpenFDO

Authors Constantin Vârsan

Publication date 1987

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)

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• A regularity condition on the transition probability measure of a diffusion process
• Some estimates of the transition density of a nondegenerate diffusion Markov process
• Last exit decompositions and regularity at the boundary of transition probabilities
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