Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328)
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scientific article; zbMATH DE number 6644010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian density estimates for the solution of singular stochastic Riccati equations. |
scientific article; zbMATH DE number 6644010 |
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Gaussian density estimates for the solution of singular stochastic Riccati equations. (English)
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26 October 2016
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stochastic Riccati equation
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Malliavin calculus
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density estimate
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