Smoothness of densities for path-dependent SDEs under Hörmander's condition (Q2235849)
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scientific article
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| English | Smoothness of densities for path-dependent SDEs under Hörmander's condition |
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Statements
Smoothness of densities for path-dependent SDEs under Hörmander's condition (English)
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22 October 2021
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Hörmander's theorem
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path-dependent SDEs
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SDEs in Banach spaces
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rough paths
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0.8168319463729858
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0.8134242296218872
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0.782099723815918
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0.7759702801704407
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