Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (Q2804514)
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scientific article; zbMATH DE number 6575443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions |
scientific article; zbMATH DE number 6575443 |
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Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (English)
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29 April 2016
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stochastic differential equation
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maximum process
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integration by parts formula
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Malliavin calculus
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probability density function
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