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Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
3 references·6 citing·34 second hop
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this work references cited by second hop

References

  • 1986Simplified malliavin calculus150 cited
  • 2001SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS139 cited
  • 2010Density estimates for a random noise propagating through a chain of differential equations130 cited

Cited by

  • 2020Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift56 cited
  • 2014A probabilistic interpretation of the parametrix method ∗45 cited
  • 2015A probabilistic interpretation of the parametrix method37 cited
  • 2017Strong existence and uniqueness for degenerate SDE with Hölder drift36 cited
  • 2016A parametrix approach for some degenerate stable driven SDEs35 cited
  • 2018On weak uniqueness and distributional properties of a solution to an SDE with α -stable noise34 cited

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