Some Properties of Density Functions on Maxima of Solutions to One-Dimensional Stochastic Differential Equations
Author:
Funder
Japan Society for the Promotion of Science
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s10959-019-00885-1/fulltext.html
Reference28 articles.
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3. Bonaccorsi, S., Da Prato, G., Tubaro, L.: Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas. J. Evol. Equ. 18(2), 871–897 (2018)
4. Chaleyat-Maurel, M., Nualart, D.: Points of positive density for smooth functionals. Electron. J. Probab. 3, 1–8 (1998)
5. Florit, C., Nualart, D.: A local criterion for smoothness of densities and application to the supremum of the Brownian sheet. Stat. Probab. Lett. 22(1), 25–31 (1995)
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