Stochastic delay equations with hereditary drift: Estimates of the density

DOI10.1006/jfan.2000.3631zbMath0970.60063OpenAlexW2021058630MaRDI QIDQ1589672

Carles Rovira, Marta Sanz-Solé, Marco Ferrante

Publication date: 6 October 2001

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.2000.3631

zbMATH Keywords

stochastic delay equationslarge deviation estimates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Density estimates for solutions of stochastic functional differential equations ⋮ Density bounds for solutions to differential equations driven by Gaussian rough paths ⋮ Asymptotic behavior of densities for stochastic functional differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations and the Malliavin calculus
• Exponential decay of the heat kernel over the diagonal. II
• Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
• Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
• The Malliavin calculus and stochastic delay equations
• Small perturbations in a hyperbolic stochastic partial differential equation
• Large deviations for stochastic Volterra equations
• Logarithmic estimates for the density of an anticipating stochastic differential equation
• Generalization of Itô's formula for smooth nondegenerate martingales.
• Smooth densities for degenerate stochastic delay equations with hereditary drift
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
• Diffusion processes in a small time interval