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A lower bound for the transition probability density of a diffusion process

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Abstract

We give a lower bound for the transition probability density of a diffusion process in terms of the transition probability density of an auxiliary process.

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References

  1. BachA., ‘Entropy Action and the Onsager—Machlup Function’, in L.Garrido (ed.), Systems Far from Equilibrium, Lecture Notes in Physics, Vol. 132, Springer-Verlag, Berlin, 1980, p. 320.

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  2. McKeanH.P., Stochastic Integrals, Academic Press, New York, 1969.

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  3. BachA., DürrD., and StawickiB., Z. Physik B26, 191 (1977).

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  1. Institut für Theoretische Physik I der Universität Münster, Corrensstrasse, D-4400, Münster, W. Germany

    Alexander Bach

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  1. Alexander Bach
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Bach, A. A lower bound for the transition probability density of a diffusion process. Lett Math Phys 5, 37–41 (1981). https://doi.org/10.1007/BF00401825

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  • DOI: https://doi.org/10.1007/BF00401825

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