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Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/152104
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dc.contributor.authorCaballero, M. E. (María Emilia)-
dc.contributor.authorFernández, Begoña-
dc.contributor.authorNualart, David, 1951--
dc.date.accessioned2020-03-05T15:26:50Z-
dc.date.available2020-03-05T15:26:50Z-
dc.date.issued1996-
dc.identifier.urihttp://hdl.handle.net/2445/152104-
dc.descriptionPreprint enviat per a la seva publicació en una revista científica: Theoretical Probability, 1998, vol. 11, pp. 831–851. [https://doi.org/10.1023/A:1022614917458]ca
dc.description.abstractIn this paper we show some estimates for the density of a random variable on the Wiener space that satisfies a nondegeneracy condition using the stochastic calculus of variations. The case of a diffusion process is considered, and an application to the solution of a stochastic partial differential equation is discussed.ca
dc.format.extent21 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.17]-
dc.relation.ispartofseriesMathematics Preprint Series; 222ca
dc.rights(c) María Emilia Caballero et al., 1996-
dc.sourcePreprints de Matemàtiques - Mathematics Preprint Series-
dc.subject.classificationEquacions diferencials estocàstiques-
dc.subject.classificationCàlcul de Malliavin-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleEstimation of densities and applicationsca
dc.typeinfo:eu-repo/semantics/articleca
dc.typeinfo:eu-repo/semantics/submittedVersion-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
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