scientific article; zbMATH DE number 1241990

MaRDI QIDQ4226052zbMATH OpenFDO

Authors Isabel Simão

Publication date 18 January 1999

zbMATH Keywords

conditioned Ornstein-Uhlenbeck processdiffusion processesstochastic differential equation

Mathematics Subject Classification ID

Diffusion processes (60J60)

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• Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
• The Ornstein-Uhlenbeck bridge and applications to Markov semigroups

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