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XII: 32, 446-456, LNM 649 (1978)
Some remarks on Malliavin's comparison lemma and related topics (Diffusion theory)
The comparison lemma considered here gives estimates for the hitting probabilities of a several dimensional diffusion in terms of the hitting probabilities of a half line for suitably constructed one-dimensional diffusions. A self-contained proof is given
Keywords: Hitting probabilities
Nature: Original
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