Estimation of the density of the solution of the robust Zakaï equation

DOI10.1007/BF01048067zbMath0842.60059OpenAlexW1986513857MaRDI QIDQ1904129

Francesco Russo, Rémi Léandre

Publication date: 1 August 1996

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01048067

zbMATH Keywords

Malliavin calculusFeynman-Kac formulastochastic partial differential equationdensity estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE

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