English

Ergodic Density Estimates for some diffusion processes

Probability 2021-06-24 v1

Abstract

For n-dimensional ergodic diffusion processes with values in G=R+nG=\mathbb{R}_{+}^n we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the elliptic symbol towards the boundary of GG.

Keywords

Cite

@article{arxiv.2106.12280,
  title  = {Ergodic Density Estimates for some diffusion processes},
  author = {Bert Koehler and Volker Krafft},
  journal= {arXiv preprint arXiv:2106.12280},
  year   = {2021}
}