Logarithmic estimates for the density of an anticipating stochastic differential equation

DOI10.1016/S0304-4149(98)00092-1zbMath0962.60044OpenAlexW1510927666MaRDI QIDQ1593605

Marta Sanz-Solé, Mònica Sarrà

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00092-1

zbMATH Keywords

Malliavin calculuslarge deviationsanticipating calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items

Good rough path sequences and applications to anticipating stochastic calculus ⋮ Stochastic delay equations with hereditary drift: Estimates of the density

Cites Work

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• Anticipating stochastic differential equations: Regularity of the law
• Absolute continuity of distributions of solutions of anticipating stochastic differential equations
• Exponential decay of the heat kernel over the diagonal. II
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Smoothness of distributions for solutions of anticipating stochastic differential equations