Pages that link to "Item:Q2804514"
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The following pages link to Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (Q2804514):
Displayed 5 items.
- Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas (Q1670275) (← links)
- On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959) (← links)
- On the density of the supremum of the solution to the linear stochastic heat equation (Q2219497) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408) (← links)