Ergodic Density Estimates for some diffusion processes

2021/06/23 by Bert Koehler, Koehler, Bert, Volker Krafft +1
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.2106.12280

openalex publication_date 2021/06/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For n-dimensional ergodic diffusion processes with values in G=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 G.

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