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for questions involving inequalities, upper and lower bounds.

3 votes
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Finite dimensional distribution of a stochastic process Lipschitz on every relatively compac...

Let $X_t$ be a Markovian Itô diffusion process, defined by an SDE \begin{equation} dX_t = \mu(X_t)\,dt + \sigma(X_t)\,dW_t\,. \end{equation} Let $f(x,t|x_0,0)$ denote its transition density function. …