An estimate of the probability that a degenerate diffusion process hits a set of positive measure

S. V. Anulova


Abstract: 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.
Bibliography: 16 titles.

UDC: 519.2

MSC: Primary 60J60; Secondary 35K99, 60G40

Received: 16.03.1984

 English version: Mathematics of the USSR-Izvestiya, 1987, 28:2, 201–231

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