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Stochastic formulations of the parametrix method - MaRDI portal

Stochastic formulations of the parametrix method (Q4615435)

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scientific article; zbMATH DE number 7007332
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Stochastic formulations of the parametrix method
scientific article; zbMATH DE number 7007332

    Statements

    title
    Stochastic formulations of the parametrix method (English)
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    author
    Go Yuki
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    Arturo Kohatsu-Higa
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    publication date
    28 January 2019
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    zbMATH Keywords
    stochastic differential equation
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    singular drift
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    density function
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    Gaussian two-sided bounds
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    parametrix method
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    cites work
    Q5713276
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    Q5520962
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    Q4002114
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    Q3684932
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    Q3999945
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    Q4124058
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    Identifiers

    DOI
    10.1051/ps/2018013
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    zbMATH DE Number
    7007332
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    OpenAlex ID
    W2887082605
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