Estimates of the difference between two probability densities of Wiener functionals and its application (Q2031000)

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scientific article; zbMATH DE number 7356405
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Estimates of the difference between two probability densities of Wiener functionals and its application
scientific article; zbMATH DE number 7356405

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    Estimates of the difference between two probability densities of Wiener functionals and its application (English)
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    8 June 2021
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    Donsker's delta function
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    nondegenerate
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    integration by parts
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    non-Markovian SDE
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    convergence rate
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