Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula

DOI10.1023/A:1013899603656zbMath1044.60019OpenAlexW422002878MaRDI QIDQ5960461

Maria Jolis, Xavier Bardina

Publication date: 7 April 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013899603656

zbMATH Keywords

Malliavin calculusItô's formulaestimation of densitieshypoelliptic diffusion processes

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Integration with respect to local time and Itô's formula for smooth nondegenerate martingales

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