Density for solutions to stochastic differential equations with unbounded drift

DOI10.1214/18-BJPS400zbMath1427.60109arXiv1805.06717WikidataQ127733492 ScholiaQ127733492MaRDI QIDQ2318628

Ciprian A. Tudor, Christian Olivera

Publication date: 15 August 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.06717

zbMATH Keywords

Malliavin calculusstochastic differential equationsunbounded driftexistence of the density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Probability density function of SDEs with unbounded and path-dependent drift coefficient

Cites Work

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