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 |
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Pages (from-to) | 299-329 |
Number of pages | 31 |
Journal | Potential Analysis |
Volume | 45 |
Issue number | 2 |
DOIs | |
Publication status | Published - Aug 1 2016 |
Externally published | Yes |
Keywords
- Density estimates
- Parametrix method
- Skew Brownian motion
ASJC Scopus subject areas
- Analysis