Diagonal estimates of transition probability densities of certain degenerate diffusion processes

DOI10.1016/0022-1236(90)90141-7zbMath0721.60084OpenAlexW1993991158MaRDI QIDQ2641011

Satoshi Takanobu

Publication date: 1990

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(90)90141-7

zbMATH Keywords

smooth densitytransition probability density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Estimation of the density of the solution of the robust Zakaï equation

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• Balls and metrics defined by vector fields. I: Basic properties
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Diagonal short time asymptotics of heat kernels for certain degenerate second order differential operators of Hörmander type

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