Stability of Densities for Perturbed Degenerate Diffusions

DOI10.1137/S0040585X97T988290zbMath1383.60063arXiv1602.04770OpenAlexW2963016734MaRDI QIDQ5369330

A. A. Kozhina

Publication date: 16 October 2017

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

Full work available at URL: https://arxiv.org/abs/1602.04770

zbMATH Keywords

Markov chainsparametrixdiffusion processesHölder coefficientsbounded drifts

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

Related Items

Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients

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