The density of solutions to multifractional stochastic Volterra integro-differential equations

DOI10.1016/j.na.2015.10.003zbMath1329.60226OpenAlexW2136789197MaRDI QIDQ898364

Nguyen Tien Dung

Publication date: 8 December 2015

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2015.10.003

zbMATH Keywords

Malliavin calculusstochastic Volterra integro-differential equationsdensity estimatesmultifractional noise

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (5)

Density estimates for solutions of stochastic functional differential equations ⋮ Tail probability estimates for additive functionals ⋮ Gaussian lower bounds for the density via Malliavin calculus ⋮ Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses ⋮ Density estimates for the exponential functionals of fractional Brownian motion

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