A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
type: Item
instance of: scholarly article
title: A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts
zbMATH Open document ID: 1248.60058
DOI: 10.1214/11-AIHP418
author: Akihiro Tanaka
author: Arturo Kohatsu-Higa
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2012-08-20T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aihp/1340714876
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6069318
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: non-smooth drift
zbMATH Keywords: density function
MaRDI profile type: Publication
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OpenAlex ID: W2012530884
description: scientific article; zbMATH DE number 6069318