Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (Q2804514)
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scientific article; zbMATH DE number 6575443
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| English | Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions |
scientific article; zbMATH DE number 6575443 |
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Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (English)
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29 April 2016
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stochastic differential equation
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maximum process
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integration by parts formula
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Malliavin calculus
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probability density function
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0.77933269739151
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0.7511807680130005
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0.7509841918945312
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0.7500473856925964
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0.7408270835876465
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