Pages that link to "Item:Q1947601"
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The following pages link to Estimates for the density of functionals of SDEs with irregular drift (Q1947601):
Displaying 14 items.
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
- Gaussian estimates for the solutions of some one-dimensional stochastic equations (Q494710) (← links)
- The normal approximation rate for the drift estimator of multidimensional diffusions (Q625296) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- On SDEs with marginal laws evolving in finite-dimensional exponential families (Q1579848) (← links)
- Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
- Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts (Q2037516) (← links)
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift (Q2216048) (← links)
- Density for solutions to stochastic differential equations with unbounded drift (Q2318628) (← links)
- Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations (Q2330408) (← links)
- Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (Q2359703) (← links)
- Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
- Stochastic formulations of the parametrix method (Q4615435) (← links)
- Density estimates and central limit theorem for the functional of fractional SDEs (Q5742386) (← links)
