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dc.contributor.CRUESPUNIVERSIDADE ESTADUAL DE CAMPINASpt_BR
dc.contributor.authorunicampOlivera, Christian Horacio-
dc.typeArtigopt_BR
dc.titleDensity for solutions to stochastic differential equations with unbounded driftpt_BR
dc.contributor.authorOlivera, Christian-
dc.contributor.authorTudor, Ciprian A.-
dc.subjectEquações diferenciais estocásticaspt_BR
dc.subjectMalliavin, Cálculo dept_BR
dc.subjectDensidadept_BR
dc.subject.otherlanguageStochastic differential equationspt_BR
dc.subject.otherlanguageMalliavin calculuspt_BR
dc.subject.otherlanguageDensitrypt_BR
dc.description.abstractVia 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 driftpt_BR
dc.relation.ispartofRevista brasileira de probabilidade e estatisticapt_BR
dc.relation.ispartofabbreviationRev. bras. probab. estat.pt_BR
dc.publisher.citySão Paulo, SPpt_BR
dc.publisher.countryBrasilpt_BR
dc.publisherAssociação Brasileira de Estatísticapt_BR
dc.date.issued2019-08-
dc.date.monthofcirculationAug.pt_BR
dc.language.isoengpt_BR
dc.description.volume33pt_BR
dc.description.issuenumber3pt_BR
dc.description.firstpage520pt_BR
dc.description.lastpage531pt_BR
dc.rightsFechadopt_BR
dc.sourceWOSpt_BR
dc.identifier.issn0103-0752pt_BR
dc.identifier.eissn2317-6199pt_BR
dc.identifier.doi10.1214/18-BJPS400pt_BR
dc.identifier.urlhttps://arxiv.org/abs/1805.06717pt_BR
dc.description.sponsorshipFUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESPpt_BR
dc.description.sponsordocumentnumber267378; 2017/17670-0; 2015/07278-0pt_BR
dc.date.available2020-05-08T18:23:35Z-
dc.date.accessioned2020-05-08T18:23:35Z-
dc.description.provenanceSubmitted by Susilene Barbosa da Silva (susilene@unicamp.br) on 2020-05-08T18:23:35Z No. of bitstreams: 0. Added 1 bitstream(s) on 2020-08-27T19:16:27Z : No. of bitstreams: 1 000470879600005.pdf: 244444 bytes, checksum: f8132225c624335b488d281309b83097 (MD5)en
dc.description.provenanceMade available in DSpace on 2020-05-08T18:23:35Z (GMT). No. of bitstreams: 0 Previous issue date: 2019-08en
dc.identifier.urihttp://repositorio.unicamp.br/jspui/handle/REPOSIP/340465-
dc.contributor.departmentDepartamento de Matemáticapt_BR
dc.contributor.unidadeInstituto de Matemática, Estatística e Computação Científicapt_BR
dc.subject.keywordUnbounded driftpt_BR
dc.identifier.source000470879600005pt_BR
dc.creator.orcid0000-0002-9943-7098pt_BR
dc.type.formArtigopt_BR
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