Density estimates for a random noise propagating through a chain of differential equations
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Cited in
(68)- Small time equivalents for the density of a planar quadratric diffusion
- Linear trend exclusion for models defined with stochastic differential and difference equations
- Lower bounds for densities of Asian type stochastic differential equations
- Sharp Schauder estimates for some degenerate Kolmogorov equations
- Weak regularization by stochastic drift: result and counter example
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- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes
- Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel
- On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems
- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options
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- Stability of Densities for Perturbed Degenerate Diffusions
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals
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- Existence of a fundamental solution of partial differential equations associated to Asian options
- Entropic turnpike estimates for the kinetic Schrödinger problem
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- \(L^p\) estimates for degenerate non-local Kolmogorov operators
- On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
- Local densities for a class of degenerate diffusions
- A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- Note on local mixing techniques for stochastic differential equations
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- Stationary solutions of the Vlasov-Fokker-Planck equation: existence, characterization and phase-transition
- Potential theory for a class of strongly degenerate parabolic operators of Kolmogorov type with rough coefficients
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- Stability of densities for perturbed diffusions and Markov chains
- Tube estimates for diffusion processes under a weak Hörmander condition
- Fundamental solutions for Kolmogorov-Fokker-Planck operators with time-depending measurable coefficients
- Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
- Tube estimates for diffusions under a local strong Hörmander condition
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
- Estimates for the probability that Itô processes remain near a path
- A Poincaré cone condition in the Poincaré group
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
- Penalization of nonsmooth dynamical systems with noise: ergodicity and asymptotic formulae for threshold crossings probabilities
- Long time behaviour and stationary regime of memory gradient diffusions
- Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
- Singular kinetic equations and applications
- Entropic Regularization of NonGradient Systems
- Backward and forward filtering under the weak Hörmander condition
- A structure theorem for elliptic and parabolic operators with applications to homogenization of operators of Kolmogorov type
- Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
- Small-time expansion for the density of a planar (quadratic) Langevin diffusion
- An efficient method to simulate diffusion bridges
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
- Cauchy problem of stochastic kinetic equations
- Khasminskii's theorem for the Kolmogorov equation with partially degenerate diffusion matrix
- On the fundamental solution for degenerate Kolmogorov equations with rough coefficients
- Conditioning diffusions with respect to incomplete observations
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