Abstract
We prove comparison theorems for diffusion processes onR d. From these theorems we derive lower and upper bounds for the transition probabilities of a diffusion process. In contrast to the known estimates for fundamental solutions of parabolic equations our bounds do not depend on the moduli of continuity of the coefficients of the differential operator.
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Kröger, P. Comparison theorems for diffusion processes. J Theor Probab 3, 515–531 (1990). https://doi.org/10.1007/BF01046093
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DOI: https://doi.org/10.1007/BF01046093