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1996

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/152104

Estimation of densities and applications

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Abstract

In 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.

Description

Preprint 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]

Subject

Equacions diferencials estocàstiques, Càlcul de Malliavin

Subject (English)

Universitat de Barcelona. Institut de Matemàtica

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Preprints de Matemàtiques - Mathematics Preprint Series

Citation

CABALLERO, M. E. (María Emilia), FERNÁNDEZ, Begoña and NUALART, David. Estimation of densities and applications. [consulted: 11 of June of 2026]. Available at: https://hdl.handle.net/2445/152104

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