Estimation of densities and applications
| dc.contributor.author | Caballero, M. E. (María Emilia) | |
| dc.contributor.author | Fernández, Begoña | |
| dc.contributor.author | Nualart, David, 1951- | |
| dc.date.accessioned | 2020-03-05T15:26:50Z | |
| dc.date.available | 2020-03-05T15:26:50Z | |
| dc.date.issued | 1996 | |
| dc.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] | ca |
| dc.description.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. | ca |
| dc.format.extent | 21 p. | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | https://hdl.handle.net/2445/152104 | |
| dc.language.iso | eng | ca |
| dc.publisher | Universitat de Barcelona | ca |
| dc.relation.isformatof | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.17] | |
| dc.relation.ispartofseries | Mathematics Preprint Series; 222 | ca |
| dc.rights | (c) María Emilia Caballero et al., 1996 | |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
| dc.source | Preprints de Matemàtiques - Mathematics Preprint Series | |
| dc.subject.classification | Equacions diferencials estocàstiques | |
| dc.subject.classification | Càlcul de Malliavin | |
| dc.subject.other | Universitat de Barcelona. Institut de Matemàtica | |
| dc.title | Estimation of densities and applications | ca |
| dc.type | info:eu-repo/semantics/article | ca |
| dc.type | info:eu-repo/semantics/submittedVersion |
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