Pages that link to "Item:Q640057"

The following pages link to Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions (Q640057):

Displaying 17 items.

• Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model (Q273787) (← links)
• Hölder regularity of the densities for the Navier-Stokes equations with noise (Q338208) (← links)
• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• Time regularity of the densities for the Navier-Stokes equations with noise (Q524994) (← links)
• Hölder continuity property of the densities of SDEs with singular drift coefficients (Q743505) (← links)
• Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
• A simple method for the existence of a density for stochastic evolutions with rough coefficients (Q1722006) (← links)
• Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process (Q1756743) (← links)
• Malliavin calculus for non-colliding particle systems (Q1986030) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• Density for solutions to stochastic differential equations with unbounded drift (Q2318628) (← links)
• Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408) (← links)
• Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (Q2359703) (← links)
• Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (Q2446702) (← links)
• Smoothness of Densities of Generalized Locally Non-Degenerate Wiener Functionals (Q2844030) (← links)
• An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients (Q2953948) (← links)
• Stochastic formulations of the parametrix method (Q4615435) (← links)