An estimate of the probability that a~degenerate diffusion process hits a~set of positive measure
Izvestiya. Mathematics , Tome 28 (1987) no. 2, pp. 201-231
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The Krylov–Safonov estimate for the probability that a nondegenerate diffusion process hits a set of positive measure is extended to the case of a process with degeneration. Using this estimate it is proved that the corresponding Markov process is strong Markov.
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@article{IM2_1987_28_2_a0,
author = {S. V. Anulova},
title = {An estimate of the probability that a~degenerate diffusion process hits a~set of positive measure},
journal = {Izvestiya. Mathematics },
pages = {201--231},
publisher = {mathdoc},
volume = {28},
number = {2},
year = {1987},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_1987_28_2_a0/}
}
TY - JOUR AU - S. V. Anulova TI - An estimate of the probability that a~degenerate diffusion process hits a~set of positive measure JO - Izvestiya. Mathematics PY - 1987 SP - 201 EP - 231 VL - 28 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IM2_1987_28_2_a0/ LA - en ID - IM2_1987_28_2_a0 ER -
S. V. Anulova. An estimate of the probability that a~degenerate diffusion process hits a~set of positive measure. Izvestiya. Mathematics , Tome 28 (1987) no. 2, pp. 201-231. http://geodesic.mathdoc.fr/item/IM2_1987_28_2_a0/