Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation-Reference-Cited by-同舟云学术

Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation

Published:2017-02 Issue:2 Volume:127 Page:359-384
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Kusuoka Seiichiro^ORCID

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference22 articles.

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2. Smooth densities for degenerate stochastic delay equations with hereditary drift;Bell;Ann. Probab.,1995

3. Dirichlet Forms and Analysis on Wiener Space;Bouleau,1991

4. One-Parameter Semigroups for Linear Evolution Equations;Engel,2000

5. Bounds for the fundamental solution of elliptic and parabolic equations in nondivergence form;Escauriaza;Comm. Partial Differential Equations,2000

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