A representation formula for transition probability densities of diffusions and applications

Stochastic Processes and their Applications

Volumn 111, Issue 1, 2004, Pages 57-76

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

^a UNIVERSITÉ PAUL SABATIER   (France)

^b CNRS   (France)

^c EAST CHINA NORMAL UNIVERSITY   (China)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Diffusion; Heat kernel estimates

Indexed keywords

EID: 1642501173     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.12.004     Document Type: Article

References (9)

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