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arXiv · 2106.12280

Ergodic Density Estimates for some diffusion processes

Bert Koehler·Volker Krafft
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Abstract

For n-dimensional ergodic diffusion processes with values in $G=\mathbb{R}_{+}^n$ 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 $G$.

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Bert Koehler, Volker Krafft. 2021-06-23. Ergodic Density Estimates for some diffusion processes. https://arxiv.org/abs/2106.12280

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