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| Type: | Artigo |
| Title: | Density for solutions to stochastic differential equations with unbounded drift |
| Author: | Olivera, Christian Tudor, Ciprian A. |
| Abstract: | Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift |
| Subject: | Equações diferenciais estocásticas Malliavin, Cálculo de Densidade |
| Country: | Brasil |
| Editor: | Associação Brasileira de Estatística |
| Rights: | Fechado |
| Identifier DOI: | 10.1214/18-BJPS400 |
| Address: | https://arxiv.org/abs/1805.06717 |
| Date Issue: | Aug-2019 |
| Appears in Collections: | IMECC - Artigos e Outros Documentos |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 000470879600005.pdf | 238.71 kB | Adobe PDF | View/Open |
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