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
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)
Related Items (5)
Density estimates for solutions of stochastic functional differential equations ⋮ Probability density function of SDEs with unbounded and path-dependent drift coefficient ⋮ Stochastic formulations of the parametrix method ⋮ Malliavin calculus for non-colliding particle systems ⋮ On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients
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