Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328)
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scientific article; zbMATH DE number 6644010
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| English | Gaussian density estimates for the solution of singular stochastic Riccati equations. |
scientific article; zbMATH DE number 6644010 |
Statements
Gaussian density estimates for the solution of singular stochastic Riccati equations. (English)
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26 October 2016
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stochastic Riccati equation
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Malliavin calculus
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density estimate
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0.7853065729141235
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0.7704127430915833
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0.7651102542877197
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