Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
DOI10.1016/J.SPA.2016.06.011zbMATH Open1354.60059OpenAlexW2469367675MaRDI QIDQ730341FDOQ730341
Publication date: 27 December 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2016.06.011
Recommendations
- scientific article; zbMATH DE number 1287952
- Density bounds for solutions to differential equations driven by Gaussian rough paths
- Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations
- Existence and smoothness of the density for the stochastic continuity equation
- Uniform \(L^p\)-continuity of the solution of stochastic differential equations
- DENJOY'S APPROXIMATE CONTINUITY FOR THE SOLUTIONS OF MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
- Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
- scientific article; zbMATH DE number 3420051
- Absolute continuity of the law for solutions of stochastic differential equations with boundary noise
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Dirichlet forms and analysis on Wiener space
- Title not available (Why is that?)
- Title not available (Why is that?)
- One-Parameter Semigroups for Linear Evolution Equations
- Title not available (Why is that?)
- Bounds for the fundamental solution of a parabolic equation
- \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
- Title not available (Why is that?)
- Bounds for the fundamental solutions of elliptic and parabolic equations
- Hölder continuity property of the densities of SDEs with singular drift coefficients
- Title not available (Why is that?)
- Classes of solutions of linear systems of partial differential equations of parabolic type
- Title not available (Why is that?)
- Two-sided estimates of fundamental solutions of second-order parabolic equations, and some applications
- Gaussian estimates for second-order operators with unbounded coefficients
- Hölder continuity and bounds for fundamental solutions to nondivergence form parabolic equations
- Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
- Smooth densities for degenerate stochastic delay equations with hereditary drift
- Title not available (Why is that?)
- Malliavin calculus for degenerate stochastic functional differential equations
Cited In (7)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
- Density bounds for solutions to differential equations driven by Gaussian rough paths
- Title not available (Why is that?)
- Stochastic formulations of the parametrix method
- Density estimates for solutions of stochastic functional differential equations
- Malliavin calculus for non-colliding particle systems
- Probability density function of SDEs with unbounded and path-dependent drift coefficient
This page was built for publication: Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730341)
