Density Estimates for Solutions of Stochastic Functional Differential Equations

Density Estimates for Solutions of Stochastic Functional Differential Equations

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.

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Veröffentlicht in:Acta mathematica scientia 2019-07, Vol.39 (4), p.955-970
Hauptverfasser: Dung, Nguyen Tien, Son, Ta Cong, Cuong, Tran Manh, Tan, Nguyen Van, Quynh, Trinh Nhu
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Mathematics
Mathematics and Statistics
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Zusammenfassung: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.
ISSN:0252-9602
1572-9087
DOI:10.1007/s10473-019-0404-2