Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
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- Bounds for the fundamental solution of a parabolic equation
- Bounds for the fundamental solutions of elliptic and parabolic equations
- Classes of solutions of linear systems of partial differential equations of parabolic type
- Dirichlet forms and analysis on Wiener space
- Gaussian estimates for second-order operators with unbounded coefficients
- Hölder continuity and bounds for fundamental solutions to nondivergence form parabolic equations
- Malliavin calculus for degenerate stochastic functional differential equations
- One-Parameter Semigroups for Linear Evolution Equations
- Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
- Semigroups of linear operators and applications to partial differential equations
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- Two-sided estimates of fundamental solutions of second-order parabolic equations, and some applications
- \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
Cited in
(8)- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
- Probability density function of SDEs with unbounded and path-dependent drift coefficient
- Stochastic formulations of the parametrix method
- Density estimates for solutions of stochastic functional differential equations
- Malliavin calculus for non-colliding particle systems
- scientific article; zbMATH DE number 1287952 (Why is no real title available?)
- Smooth densities of the laws of perturbed diffusion processes
- Density bounds for solutions to differential equations driven by Gaussian rough paths
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