Sharp bounds for transition probability densities of a class of diffusions;Bornes explicites pour la densité de la probabilité de transition d'un processus de diffusion

Comptes Rendus Mathematique

Volumn 335, Issue 11, 2002, Pages 953-957

  Qian, Zhongmin ^a   Zheng, Weian ^b,c  

^a CNRS   (France)

^b EAST CHINA NORMAL UNIVERSITY   (China)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038729479     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1631-073X(02)02579-7     Document Type: Article

References (6)

1. D.G. Aronson, Bounds for the fundamental solution of a parabolic equation, Bull. Amer. Math. Soc. 73 (1967) 890-896.
2. M. Gradinaru, S. Herrmann, B. Roynette, A singular large deviations phenomenon, Ann. Inst. H. Poincaré Probab. Statist. 37 (5) (2001) 555-580.
3. I. Karatzas, S.E. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, 1988.
4. T.J. Lyons, W.A. Zheng, On conditional diffusion processes, Proc. Roy. Soc. Edinburgh Sect. A 115 (1990) 243-255.
5. D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, 1991.
6. D. Stroock, Diffusion semigroups corresponding to uniformly elliptic divergence form operators, in: Séminaire de Probabilités, Vol. XXII, in: Lecture Notes in Math., Vol. 1321,