A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 6069318 / rank | |||
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Malliavin calculus | |||
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non-smooth drift | |||
| Property / zbMATH Keywords: non-smooth drift / rank | |||
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density function | |||
| Property / zbMATH Keywords: density function / rank | |||
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Revision as of 02:06, 30 June 2023
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 |
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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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