A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q309001 |
||
| Property / author | |||
| Property / author: Arturo Kohatsu-Higa / rank | |||
Revision as of 18:30, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts |
scientific article |
Statements
A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (English)
0 references
20 August 2012
0 references
Malliavin calculus
0 references
non-smooth drift
0 references
density function
0 references
