Cover Image

A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Crisan, Dan, Kohatsu-Higa, Arturo
Format:	Preprint
Published:	2023
Subjects:	Probability 60H10, 60J60, 60G40
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case
by: Crisan, Dan, et al.
Published: (2023)

A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
by: Costantini, Cristina, et al.
Published: (2021)

Representation and Integration by Parts Formulas for Affine Processes
by: Kohatsu-Higa, Arturo, et al.
Published: (2025)

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
by: Costantini, Cristina, et al.
Published: (2022)

On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
by: Belfadli, R., et al.
Published: (2025)

Drawdowns of diffusions
by: Salminen, Paavo, et al.
Published: (2024)

Variational principles for the exit time of non-symmetric diffusions
by: Huang, Lu-Jing, et al.
Published: (2020)

Optimization in the first-passage problem of a diffusion with Poissonian resetting
by: Abundo, Mario
Published: (2025)

Affine constraints in non-reversible diffusions with degenerate noise
by: Hartmann, Carsten, et al.
Published: (2025)

On the parabolic Adams theorem and its applications to diffusion processes
by: Krylov, N. V.
Published: (2026)

1D stochastic pressure equation with log-correlated Gaussian coefficients
by: Avelin, Benny, et al.
Published: (2024)

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
by: Krylov, N. V.
Published: (2022)

On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
by: Krylov, N. V.
Published: (2023)

Stochastic Flows and Marked Stable Processes
by: Aïdékon, Elie, et al.
Published: (2025)

A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
by: Morale, Daniela, et al.
Published: (2024)

Logarithmic Harnack inequalities for transition semigroups in Hilbert spaces
by: Angiuli, L., et al.
Published: (2021)

Hitting probabilities of constrained random walks representing tandem networks
by: Sezer, Ali Devin
Published: (2021)

Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
by: Erny, Xavier
Published: (2024)

Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
by: Rickelhoff, Sebastian, et al.
Published: (2024)

Expansion and attraction of RDS: long time behavior of the solution to singular SDE
by: Ling, Chengcheng, et al.
Published: (2022)

Asymptotic log-Harnack inequality for path-distribution dependent SDEs with infinite memory and Dini drift
by: Zhao, Xiao-Yu
Published: (2025)

Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality
by: Wang, Feng-Yu, et al.
Published: (2025)

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
by: Aleksian, Ashot, et al.
Published: (2025)

Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime
by: Chen, Xia, et al.
Published: (2024)

Killed path-dependent McKean-Vlasov SDEs for a probabilistic representation of non-conservative McKean PDEs
by: Morale, Daniela, et al.
Published: (2025)

Optimal stopping of an Ornstein-Uhlenbeck bridge
by: Azze, Abel, et al.
Published: (2021)

On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary
by: Liang, Vincent, et al.
Published: (2024)

On sufficient conditions of transience for a stochastic differential equation with switching
by: Mosievich, Kirill
Published: (2022)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
by: Przybyłowicz, Paweł, et al.
Published: (2022)

Sharp barrier estimates for Bessel bridges
by: Chiarini, Leandro, et al.
Published: (2025)

Skew-Normal Diffusions
by: Hongler, Max-Olivier, et al.
Published: (2023)

Stochastic selection problem for a Stratonovich SDE with power non-linearity
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)

Explosion rates for continuous-state branching processes in a Lévy environment
by: Cardona-Tobón, Natalia, et al.
Published: (2023)

Realisation of constraints in underdamped Langevin dynamics
by: Hartmann, Carsten, et al.
Published: (2026)

Once again about weak uniqueness for SDE with singular coefficients
by: Krylov, N. V.
Published: (2024)

On higher order moments and recurrence of an SDE with switching
by: Veretennikov, Alexander
Published: (2022)

Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
by: Abundo, Mario
Published: (2025)