Probability density function of SDEs with unbounded and path--dependent drift coefficient
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Publication:6309873
DOI10.1016/j.spa.2020.03.006arXiv1811.07101MaRDI QIDQ6309873
Publication date: 17 November 2018
Density estimation (62G07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Heat kernel (35K08)
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