Density estimates for a random noise propagating through a chain of differential equations

DOI10.1016/J.JFA.2010.05.002zbMATH Open1223.60037OpenAlexW1980073551WikidataQ105583679 ScholiaQ105583679MaRDI QIDQ990161FDOQ990161

Authors: François Delarue, Stéphane Menozzi 

Publication date: 6 September 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2010.05.002

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zbMATH Keywords

stochastic controlhypoellipticityGaussian boundsAronson estimates

Mathematics Subject Classification ID

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

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