Asymptotic behavior of densities for stochastic functional differential equations

DOI10.1155/2013/537023zbMath1267.60063OpenAlexW2127245914WikidataQ58993592 ScholiaQ58993592MaRDI QIDQ1952464

Atsushi Takeuchi, Akihiro Kitagawa

Publication date: 31 May 2013

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/537023

zbMATH Keywords

Malliavin calculuslarge deviationsstochastic functional differential equations

Mathematics Subject Classification ID

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

Related Items (1)

Density estimates for solutions of stochastic functional differential equations

Cites Work

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• Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
• Stochastic delay equations with hereditary drift: Estimates of the density
• On stationary solutions of a stochastic differential equation
• Large deviations for stochastic systems with memory
• The Malliavin Calculus and Related Topics
• Simplified probabilistic approach to the Hörmander theorem

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