Density for solutions to stochastic differential equations with unbounded drift
Probability
2018-05-18 v1
Abstract
Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.
Keywords
Cite
@article{arxiv.1805.06717,
title = {Density for solutions to stochastic differential equations with unbounded drift},
author = {C. Olivera and C. Tudor},
journal= {arXiv preprint arXiv:1805.06717},
year = {2018}
}