Abstract
In this article, we apply the parametrix method in order to obtain the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.
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Kohatsu-Higa, A., Taguchi, D. & Zhong, J. The Parametrix Method for Skew Diffusions. Potential Anal 45, 299–329 (2016). https://doi.org/10.1007/s11118-016-9547-0
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DOI: https://doi.org/10.1007/s11118-016-9547-0