Answers are grounded in this paper and cite their sources.
In this paper we study the transition density Pₜ(x, y) of a nondegenerate diffusion process by using the stochastic control method invented by Fleming and the idea of stochastic parallel translation. We obtain a two-sided estimate for Pₜ(x, y) as well as some bounds for the derivatives of log Pₜ(x, y).
No takes yet. Share an insight, caveat, or question.
Shuenn‐Jyi Sheu (1991) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: