A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255): Difference between revisions
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Revision as of 18:30, 12 February 2024
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English | A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts |
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A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (English)
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20 August 2012
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Malliavin calculus
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non-smooth drift
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density function
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