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math.PR2023
A sharp upper bound for the expected occupation density of Itô processes with bounded irregular drift and diffusion coefficients
Paul Krühner, Shijie Xu
We find explicit and optimal upper bounds for the expected occupation density for an Itô-process when its drift and diffusion coefficients are unknown under boundedness and ellipti…
math.PR2023★ 1 cited
Explicit local density bounds for Itô-processes with irregular drift
Paul Krühner, Shijie Xu
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be…