Gaussian lower bound and positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion

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dc.contributor.authorBurés Mogollón, Òscar
dc.contributor.authorRovira Escofet, Carles
dc.date.accessioned2026-06-16T11:53:42Z
dc.date.available2026-06-16T11:53:42Z
dc.date.issued2026-04-02
dc.date.updated2026-06-16T11:53:42Z
dc.description.abstractIn this paper, we prove that the density of a stochastic delay differential equation driven by a fBm with Hurst parameter > 1/2 is strictly positive combining Nourdin-Viens’ and Kohatsu-Higa’s method.
dc.format.extent21 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec762937
dc.identifier.issn1331-0623
dc.identifier.urihttps://hdl.handle.net/2445/230066
dc.language.isoeng
dc.publisherSveuilište Josipa Jurja Strossmayera u Osijeku
dc.relation.isformatofReproducció del document publicat a: https://doi.org/10.64785/mc.31.1.9
dc.relation.ispartofMathematical Communications, 2026, vol. 31, num.1, p. 115-135
dc.relation.urihttps://doi.org/10.64785/mc.31.1.9
dc.rightscc-by-nc-nd (c) Sveučilište Josipa Jurja Strossmayera u Osijeku, 2026
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.sourceArticles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
dc.subject.classificationProcessos gaussians
dc.subject.classificationProcessos estocàstics
dc.subject.otherGaussian processes
dc.subject.otherStochastic processes
dc.titleGaussian lower bound and positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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