On the (non)stationary density of fractional-driven stochastic differential equations (Q6183246)
From MaRDI portal
scientific article; zbMATH DE number 7795616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the (non)stationary density of fractional-driven stochastic differential equations |
scientific article; zbMATH DE number 7795616 |
Statements
On the (non)stationary density of fractional-driven stochastic differential equations (English)
0 references
26 January 2024
0 references
fractional Brownian motion
0 references
Gaussian-type bounds
0 references
Girsanov theorem
0 references
parameter-dependent SDE
0 references
smooth density
0 references
smoothness of the invariant density
0 references
Wiener-Liouville bridge
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
