Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/340465
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 SizeFormat 
000470879600005.pdf238.71 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.