Gaussian estimates for the solutions of some one-dimensional stochastic equations
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Cites work
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
- A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
- Concentration and deviation inequalities in infinite dimensions via covariance representations
- Density estimates for solutions to one dimensional backward SDE's
- Density formula and concentration inequalities with Malliavin calculus
- Equations différentielles stochastiques dans avec conditions aux bords
- Estimates for the density of functionals of SDEs with irregular drift
- Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
- Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
- Integration with respect to fractal functions and stochastic calculus. I
- Optimal Gaussian density estimates for a class of stochastic equations with additive noise
- Probability approximation by Clark-Ocone covariance representation
- Stein's method on Wiener chaos
- Stochastic analysis in discrete and continuous settings. With normal martingales.
- The Malliavin Calculus and Related Topics
- The research program of stochastic deformation (with a view toward geometric mechanics)
Cited in
(18)- An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications
- Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model
- Density estimates and central limit theorem for the functional of fractional SDEs
- Distribution of the integral of maximum processes and applications
- Density estimates for solutions of stochastic functional differential equations
- Optimal Gaussian density estimates for a class of stochastic equations with additive noise
- Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression
- Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes
- Gaussian density estimates for the solution of singular stochastic Riccati equations.
- Tail probability estimates for additive functionals
- Fisher information bounds and applications to SDEs with small noise
- Existence and Besov regularity of the density for a class of SDEs with Volterra noise
- The density of solutions to multifractional stochastic Volterra integro-differential equations
- Gaussian density estimates for solutions of fully coupled forward-backward SDEs
- Density estimates for solutions to one dimensional backward SDE's
- Gaussian lower bounds for the density via Malliavin calculus
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion
- Tail estimates for exponential functionals and applications to SDEs
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