Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes

DOI10.1137/S0040585X97982967zbMath1154.35322OpenAlexW1966633003MaRDI QIDQ3521339

Stanislav V. Shaposhnikov, Vladimir I. Bogachev, Michael Roeckner

Publication date: 21 August 2008

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982967

zbMATH Keywords

Harnack inequalitysecond-order elliptic and parabolic equationslower bounds for solutions to parabolic equationsunbounded drift coefficientswhole space setting

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (12)

Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Global Properties of Transition Kernels Associated with Second-order Elliptic Operators ⋮ The Fokker–Planck–Kolmogorov equations with a potential and a non-uniformly elliptic diffusion matrix ⋮ Representations of solutions to Fokker-Planck-Kolmogorov equations with coefficients of low regularity ⋮ Regularity of solutions to Kolmogorov equations with perturbed drifts ⋮ Distances between Stationary Distributions of Diffusions and Solvability of Nonlinear Fokker--Planck--Kolmogorov Equations ⋮ \(L^p\)-regularity for parabolic operators with unbounded time-dependent coefficients ⋮ Time dependent Lyapunov functions for some Kolmogorov semigroups perturbed by unbounded potentials ⋮ On uniqueness of probability solutions of the Fokker-Planck-Kolmogorov equation ⋮ Cores for parabolic operators with unbounded coefficients ⋮ Stationary diffusion processes with discontinuous drift coefficients ⋮ Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter

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