L p estimates on a time-inhomogeneous diffusion process

DOI10.1063/1.2000208zbMath1110.60074OpenAlexW1977569272MaRDI QIDQ3438578

Zhiqiang Xu, Litan Yan, Ligang Lu

Publication date: 16 May 2007

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.2000208

Mathematics Subject Classification ID

Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (3)

Identification of unstable fixed points for randomly perturbed dynamical systems with multistability ⋮ Moderate maximal inequalities for the Ornstein-Uhlenbeck process ⋮ Sharp moderate maximal inequalities for upward skip-free Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stopping times of Bessel processes
• A survey and some generalizations of Bessel processes
• Kinetic models for granular flow
• (Semi-) martingale inequalities and local times
• L p estimates for stopping times of Bessel processes
• Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes
• Maximal inequalities for the Ornstein-Uhlenbeck process
• A Cameron-Martin type formula for general Gaussian processes--a filtering approach
• Bounding the maximal height of a diffusion by the time elapsed

This page was built for publication: L p estimates on a time-inhomogeneous diffusion process