Estimates for the derivative of diffusion semigroups

DOI10.1214/ECP.v3-994zbMath0920.47040MaRDI QIDQ1269725

L. A. Rincon

Publication date: 29 October 1998

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119908

zbMATH Keywords

stochastic differential equationsFréchet derivativediffusion processestransition semigroup

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Local time and additive functionals (60J55)

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