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Mathematics of the USSR-Izvestiya, 1987, Volume 28, Issue 2, Pages 201–231
DOI: https://doi.org/10.1070/IM1987v028n02ABEH000865 (Mi im1478) 		 
An estimate of the probability that a degenerate diffusion process hits a set of positive measure

S. V. Anulova
English version PDF (1351 kB) Russian version article
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DOI: https://doi.org/10.1070/IM1987v028n02ABEH000865
Abstract: The Krylov–Safonov estimate for the probability that a nondegenerate diffusion process hits a set of positive measure is extended to the case of a process with degeneration. Using this estimate it is proved that the corresponding Markov process is strong Markov.
Bibliography: 16 titles.
Received: 16.03.1984
Bibliographic databases:
UDC: 519.2
MSC: Primary 60J60; Secondary 35K99, 60G40
Language: English
Original paper language: Russian
Citation: S. V. Anulova, “An estimate of the probability that a degenerate diffusion process hits a set of positive measure”, Math. USSR-Izv., 28:2 (1987), 201–231
Citation in format AMSBIB
\Bibitem{Anu86}
\by S.~V.~Anulova
\paper An estimate of the probability that a~degenerate diffusion process hits a~set of positive measure
\jour Math. USSR-Izv.
\yr 1987
\vol 28
\issue 2
\pages 201--231
\mathnet{http://mi.mathnet.ru//eng/im1478}
\crossref{https://doi.org/10.1070/IM1987v028n02ABEH000865}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=842582}
\zmath{https://zbmath.org/?q=an:0659.60111|0607.60068}
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    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
     
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