Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Probability density function of SDEs with unbounded and path-dependent drift coefficient |
scientific article; zbMATH DE number 7242827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Probability density function of SDEs with unbounded and path-dependent drift coefficient |
scientific article; zbMATH DE number 7242827 |
Statements
Probability density function of SDEs with unbounded and path-dependent drift coefficient (English)
0 references
2 September 2020
0 references
probability density function
0 references
Maruyama-Girsanov theorem
0 references
Gaussian two-sided bound
0 references
parametrix method
0 references
Euler-Maruyama scheme
0 references
unbiased simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
