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Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 2, Pages 240–270
DOI: https://doi.org/10.4213/tvp172 (Mi tvp172) 		 
This article is cited in 25 scientific papers (total in 25 papers)

Estimates of densities of stationary distributions and transition probabilities of diffusion processes

V. I. Bogacheva, M. Röcknerb, S. V. Shaposhnikovc

a M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
b Bielefeld University
c M. V. Lomonosov Moscow State University
Full-text PDF (2875 kB) Citations (25)
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DOI: https://doi.org/10.4213/tvp172
Abstract: We obtain lower bounds for solutions to second order elliptic and parabolic equations on the whole space. Our method is based on the study of the dependence of a constant in Harnack's inequality on the coefficients of the equation. As an application we obtain lower bounds for densities of stationary distributions and transition probabilities of diffusion processes with unbounded drift coefficients.
Keywords: Harnack inequality, transition probabilities, stationary distribution, lower bounds for solutions to parabolic equations.
Received: 01.12.2006
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 2, Pages 209–236
DOI: https://doi.org/10.1137/S0040585X97982967
Bibliographic databases:
Language: Russian
Citation: V. I. Bogachev, M. Röckner, S. V. Shaposhnikov, “Estimates of densities of stationary distributions and transition probabilities of diffusion processes”, Teor. Veroyatnost. i Primenen., 52:2 (2007), 240–270; Theory Probab. Appl., 52:2 (2008), 209–236
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v52/i2/p240
    • This publication is cited in the following 25 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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