Stochastic delay equations with hereditary drift: Estimates of the density
From MaRDI portal
Publication:1589672
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
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