Ergodic Density Estimates for some diffusion processes
Probability
2021-06-24 v1
Abstract
For n-dimensional ergodic diffusion processes with values in 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 .
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}
}