Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408)
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scientific article; zbMATH DE number 7120197
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| English | Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations |
scientific article; zbMATH DE number 7120197 |
Statements
Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (English)
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22 October 2019
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probability density function
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continuous/discrete time maximum
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Malliavin calculus
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stochastic differential equation
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0.8659519553184509
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0.77933269739151
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0.7694441080093384
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0.7471718192100525
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