Sharp bounds for transition probability densities of a class of diffusions

DOI10.1016/S1631-073X(02)02579-7MaRDI QIDQ1565904zbMATH OpenOpenAlexFDO

Authors Zhongmin Qian, Weian Zheng

Publication date 27 May 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1631-073x(02)02579-7

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Recommendations

• scientific article; zbMATH DE number 2213959
• Bounds for the transition density of time-homogeneous diffusion processes
• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
• Comparison theorems for diffusion processes
• A regularity condition on the transition probability measure of a diffusion process

Cites work

• scientific article; zbMATH DE number 4061989 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• A singular large deviations phenomenon
• Bounds for the fundamental solution of a parabolic equation
• On conditional diffusion processes

Cited in

(14)

• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
• Sharp error estimate for maximum likelihood estimator of nonstationary diffusion processes
• A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case
• Bounds for the transition density of time-homogeneous diffusion processes
• Probability density function of SDEs with unbounded and path-dependent drift coefficient
• On uniform positivity of transition densities of small noise constrained diffusions
• Transition probabilities for some ‘special' diffusions
• A representation formula for transition probability densities of diffusions and applications
• Spectral estimation for diffusions with random sampling times
• A closed form solution to one dimensional Robin boundary problems
• A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the two-dimensional case
• Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise
• Stochastically perturbed sliding motion in piecewise-smooth systems
• Probability bounds for reflecting diffusion processes

This page was built for publication: Sharp bounds for transition probability densities of a class of diffusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1565904)