Sharp bounds for transition probability densities of a class of diffusions

DOI10.1016/S1631-073X(02)02579-7zbMath1015.60069OpenAlexW2080746302MaRDI QIDQ1565904

Zhongmin Qian, Wei An 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)

Related Items (11)

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

Cites Work

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• On conditional diffusion processes
• Bounds for the fundamental solution of a parabolic equation
• A singular large deviations phenomenon

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