Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation (Q730341)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
scientific article

    Statements

    Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation (English)
    0 references
    0 references
    27 December 2016
    0 references
    0 references
    stochastic differential equations
    0 references
    path-dependence
    0 references
    density function
    0 references
    Gaussian two-sided bounds
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references