Estimates of the difference between two probability densities of Wiener functionals and its application (Q2031000)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimates of the difference between two probability densities of Wiener functionals and its application |
scientific article |
Statements
Estimates of the difference between two probability densities of Wiener functionals and its application (English)
0 references
8 June 2021
0 references
Donsker's delta function
0 references
nondegenerate
0 references
integration by parts
0 references
non-Markovian SDE
0 references
convergence rate
0 references
0 references
0 references
0 references