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Volker Krafft

Publications and source records attributed to Volker Krafft.

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Ergodic Density Estimates for some diffusion processes

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 $G$.

math.PR