Density estimates for a random noise propagating through a chain of differential equations

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A survey on the classical theory for Kolmogorov equation (2019, methodology): “Among others, we refer to Lunardi [55], Lorenzi [54], Priola [67], Delarue and Menozzi [26].”
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations (2010, methodology): “We refer to Lemma 5.3 of [DM10] for a proof.”
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type (2012, background): “Given an initial condition x0 ∈ (−∞, 1 − ] for ∈ (0, 1), we know from Delarue and Menozzi [7] that Ẑ0 t has a density for any t ∈ (0, T ] (and thus Ẑs t−s as well for 0 6 s < t).”