Density Estimates for Solutions of Stochastic Functional Differential Equations

Tiêu đềDensity Estimates for Solutions of Stochastic Functional Differential Equations
Loại công bốJournal Article
Năm xuất bản2019
Tác giảDung, NTien, Son, TCong, Cương, TManh, Van Tan, N, Quynh, TNhu
Tạp chíActa Mathematica Scientia
Thể tích39
Trang955–970
Thời gian xuất bảnJul
ISSN1572-9087
Tóm tắt

In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the density.

URLhttps://doi.org/10.1007/s10473-019-0404-2
DOI10.1007/s10473-019-0404-2