XII: 32, 446-456, LNM 649 (1978)
TAYLOR, John C.
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 probabilitiesNature: Original
Retrieve article from Numdam
