A lower bound for the transition probability density of a diffusion process

DOI10.1007/BF00401825zbMath0448.60057OpenAlexW2015770375MaRDI QIDQ1146944

Alexander Bach

Publication date: 1981

Published in: Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00401825

zbMATH Keywords

generalized entropylower bound for the transition probability density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Cites Work

• Probabilistic Construction of Lagrangean of Diffusion Process and Its Application

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