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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Publication:730341

DOI10.1016/j.spa.2016.06.011zbMath1354.60059OpenAlexW2469367675MaRDI QIDQ730341

Seiichiro Kusuoka

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




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