On an Ergodic Property of Diffusion Semigroups on Euclidean Space

スポンサーリンク

概要

• 論文の詳細を見る

• Consider a class of uniform elliptic diffusion processes on Euclidean spaces. We estimate transition densities and their derivatives uniformly with respect to the starting points. We use these results to prove an ergodicity of ∇P_t^c (see (1.2) and Theorem 1.4) under certain conditions. This is useful in precise estimate of large deviation principles.

• 東京大学の論文

著者

• Kusuoka Shigeo

  Graduate School Of Mathematical Science The University Of Tokyo

• Liang Song

  Graduate School of Mathematics, Nagoya University

• Liang Song

  Graduate School Of Information Sciences Tohoku University

関連論文

• On a Certain Metric on the Space of Pairs of a Random Variable and a Probability Measure
• Nonlinear Transformation Containing Rotation and Gaussian Measure
• Malliavin Calculus Revisited
• On an Ergodic Property of Diffusion Semigroups on Euclidean Space
• Laplace Approximations for Diffusion Processes on Torus: Nondegenerate Case
• On the Precise Laplace Approximation for Large Deviations of Markov Chain The Nondegenerate Case
• Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space
• On the Sparre Andersen Transformation for Multidimensional Brownian Bridge
• A mechanical model of Markov processes (Proceedings of RIMS Workshop on Stochastic Analysis and Applications)
• Laplace approximations for large deviations of diffusion processes on Euclidean spaces
• Laplace Approximations for Sums of Independent Random Vectors - The Degenerate Case -

もっと見る 閉じる

スポンサーリンク