The Parametrix Method For Skew Diffusions

Keywords

Density estimates; Parametrix method; Skew Brownian motion

Abstract

In this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.

Publication Date

8-1-2016

Publication Title

Potential Analysis

Volume

45

Issue

2

Number of Pages

299-329

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1007/s11118-016-9547-0

Socpus ID

84960362697 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/84960362697

This document is currently not available here.

Share

COinS