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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
Country: Brasil
Editor: Associação Brasileira de Estatística
Rights: Fechado
Identifier DOI: 10.1214/18-BJPS400
Date Issue: Aug-2019
Appears in Collections:IMECC - Artigos e Outros Documentos

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