Comparison theorem and estimates for transition probability densities of diffusion processes

DOI10.1007/s00440-003-0291-1zbMath1050.60061OpenAlexW2038911169MaRDI QIDQ1424391

Francesco Russo, Zhongmin Qian, Wei An Zheng

Publication date: 11 March 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0291-1

zbMATH Keywords

comparison theoremsdiffusion processesBessel processestransition probabilities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Heat equation (35K05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35)

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