Density bounds for solutions to differential equations driven by Gaussian rough paths
DOI10.1007/s10959-019-00967-0zbMath1456.60084arXiv1712.02740OpenAlexW2991460855WikidataQ126759814 ScholiaQ126759814MaRDI QIDQ2181610
Samy Tindel, Benjamin Gess, Cheng Ouyang
Publication date: 19 May 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.02740
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (6)
Cites Work
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