Comparison theorems for diffusion processes

DOI10.1007/BF01046093zbMath0707.60065MaRDI QIDQ919718

Pawel Kröger

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

parabolic equationsdiffusion processeselliptic operatormoduli of continuityuniform ellipticity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (2)

On stochastic ordering for diffusion with jumps and applications ⋮ Regularity conditions on parabolic measures

Cites Work

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• Examples of singular parabolic measures and singular transition probability densities
• Some Remarks on Functions with One-Sided Derivatives
• ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
• Bounds for the fundamental solution of a parabolic equation
• Diffusion processes with continuous coefficients, I
• On certain systems of parabolic equations
• Control of a Solution of a Stochastic Integral Equation
• Perturbation Theory for Semi-Groups of Linear Operators

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