A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
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Publication:441255
DOI10.1214/11-AIHP418zbMath1248.60058OpenAlexW2012530884MaRDI QIDQ441255
Akihiro Tanaka, Arturo Kohatsu-Higa
Publication date: 20 August 2012
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1340714876
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Tail estimates for exponential functionals and applications to SDEs ⋮ Hölder regularity of the densities for the Navier-Stokes equations with noise ⋮ Probability density function of SDEs with unbounded and path-dependent drift coefficient ⋮ Stochastic formulations of the parametrix method ⋮ Gaussian estimates for the solutions of some one-dimensional stochastic equations ⋮ Time regularity of the densities for the Navier-Stokes equations with noise ⋮ Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts ⋮ Hölder continuity property of the densities of SDEs with singular drift coefficients ⋮ Density for solutions to stochastic differential equations with unbounded drift
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