A local criterion for smoothness of densities and application to the supremum of the Brownian sheet
From MaRDI portal
Publication:1344825
DOI10.1016/0167-7152(94)00043-8zbMath0820.60037OpenAlexW2042708667MaRDI QIDQ1344825
Publication date: 22 February 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)00043-8
Related Items
Boundary crossings and the distribution function of the maximum of Brownian sheet., Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas, Smoothness of the distribution of the supremum of a multi-dimensional diffusion process, On the density of the supremum of the solution to the linear stochastic heat equation, A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes, Malliavin calculus for non-colliding particle systems, Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions, Smoothness of Densities of Generalized Locally Non-Degenerate Wiener Functionals, Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations, On density functions related to discrete time maximum of some one-dimensional diffusion processes
Cites Work