VII: 27, 291-300, LNM 321 (1973)
TAYLOR, John C.
On the existence of resolvents (
Potential theory)
Since the basic results of Hunt, a kernel satisfying the complete maximum principle is expected to be the potential kernel of a sub-Markov resolvent. This is not always the case, however, and one should also express that, so to speak, ``potentials vanish at the boundary''. Such a condition is given here on an abstract space, which supersedes an earlier result of the author (
Invent. Math. 17, 1972) and a result of Hirsch (
Ann. Inst. Fourier, 22-1, 1972)
Comment: The definitive paper of Taylor on this subject appeared in
Ann. Prob.,
3, 1975
Keywords: Complete maximum principle,
ResolventsNature: Original
Retrieve article from Numdam
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
XXVI: 10, 113-126, LNM 1526 (1992)
TAYLOR, John C.
Skew products, regular conditional probabilities and stochastic differential equations: a technical remark (
Stochastic calculus,
Stochastic differential geometry)
This is a detailed study of the transfer principle (the solution to a Stratonovich stochastic differential equations can be pathwise obtained from the driving semimartingale by solving the corresponding ordinary differential equation) in the case of an equation where the solution of another equation plays the role of a parameter
Comment: The term ``transfer principle'' was coined by Malliavin,
Géométrie Différentielle Stochastique, Presses de l'Université de Montréal (1978); see also Bismut,
Principes de Mécanique Aléatoire (1981)
Keywords: Transfer principle,
Stochastic differential equations,
Stratonovich integralsNature: Original Retrieve article from Numdam
