The Parametrix Method for Skew Diffusions

Arturo Kohatsu-Higa; Dai Taguchi; Jie Zhong

doi:10.1007/s11118-016-9547-0

The Parametrix Method for Skew Diffusions

Arturo Kohatsu-Higa, Dai Taguchi, Jie Zhong

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

In this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.

Original language	English
Pages (from-to)	299-329
Number of pages	31
Journal	Potential Analysis
Volume	45
Issue number	2
DOIs	https://doi.org/10.1007/s11118-016-9547-0
Publication status	Published - Aug 1 2016
Externally published	Yes

Keywords

Density estimates
Parametrix method
Skew Brownian motion

ASJC Scopus subject areas

Analysis

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10.1007/s11118-016-9547-0

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title = "The Parametrix Method for Skew Diffusions",

abstract = "In this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.",

keywords = "Density estimates, Parametrix method, Skew Brownian motion",

author = "Arturo Kohatsu-Higa and Dai Taguchi and Jie Zhong",

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year = "2016",

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doi = "10.1007/s11118-016-9547-0",

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AU - Kohatsu-Higa, Arturo

AU - Taguchi, Dai

AU - Zhong, Jie

PY - 2016/8/1

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N2 - In this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.

AB - In this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.

KW - Density estimates

KW - Parametrix method

KW - Skew Brownian motion

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JO - Potential Analysis

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SN - 0926-2601

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The Parametrix Method for Skew Diffusions

Abstract

Keywords

ASJC Scopus subject areas

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