A representation formula for transition probability densities of diffusions and applications
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Publication:2485752
DOI10.1016/j.spa.2003.12.004zbMath1070.60072OpenAlexW2008171472MaRDI QIDQ2485752
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2003.12.004
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Cites Work
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- Comparison theorem and estimates for transition probability densities of diffusion processes
- Sharp bounds for transition probability densities of a class of diffusions
- Conditional propagation of chaos and a class of quasilinear PDE's
- On conditional diffusion processes
- Bounds for the fundamental solution of a parabolic equation
- A singular large deviations phenomenon
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