Gaussian Estimates for the Solutions of Some One-dimensional Stochastic Equations

Author:

Nguyen Tien Dung,Privault Nicolas,Torrisi Giovanni Luca

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference16 articles.

1. Aboura, O., Bourguin, S.: Density estimates for solutions to one dimensional backward SDE’s. Potential Anal. 38(2), 573–587 (2013)

2. Besalú, M., Kohatsu-Higa, A., Tindel, S.: Gaussian type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions, to appear in The Annals of Probability. arXiv: 1310.5798 (2013)

3. Donati-Martin, C.: Equations différentielles stochastiques dans ℝ $\mathbb {R}$ avec conditions aux bords. Stochastics and Stochastics Reports 35(3), 143–173 (1991)

4. Houdré, C., Privault, N.: Concentration and deviation inequalities in infinite dimensions via covariance representations. Bernoulli 8(6), 697–720 (2002)

5. Kohatsu-Higa, A., Makhlouf, A.: Estimates for the density of functionals of SDEs with irregular drift. Stochastic Process. Appl. 123(5), 1716–1728 (2013)

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