The Feynman-Kac formula and Harnack inequality for degenerate diffusions

DOI10.1214/16-AOP1138zbMath1407.35088arXiv1406.4759MaRDI QIDQ1681609

Camelia A. Pop, Charles L. Epstein

Publication date: 24 November 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.4759

zbMATH Keywords

Markov processesdegenerate elliptic equationsdegenerate diffusionsgeneralized Kimura diffusions

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Diffusion processes (60J60)

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