论文信息 - Estimation of Densities and Applications

Estimation of Densities and Applications

In this paper we show some estimates for the density of a random variable on the Wiener space that satisfies a nondegeneracy condition using the stochastic calculus of variations. The case of a diffusion process is considered, and an application to the solution of a stochastic partial differential equation is discussed.

D. Nualart | B. Fernández | M. Caballero

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