A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255)
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scientific article; zbMATH DE number 6069318
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| English | A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts |
scientific article; zbMATH DE number 6069318 |
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A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (English)
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20 August 2012
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Malliavin calculus
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non-smooth drift
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density function
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0.8567846417427063
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0.7835310697555542
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0.777299165725708
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