| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Estadual Campinas, Dept Matemat, BR-13081970 Campinas, SP - Brazil
[2] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq - France
[3] ISMMA, Seattle, WA - USA
[4] Inst Math Stat & Appl Math, Bucharest - Romania
Total Affiliations: 4
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| Document type: | Journal article |
| Source: | BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 33, n. 3, p. 520-531, AUG 2019. |
| Web of Science Citations: | 0 |
| 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. (AU) | |
| FAPESP's process: | 15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications |
| Grantee: | Paulo Regis Caron Ruffino |
| Support type: | Research Projects - Thematic Grants |
| FAPESP's process: | 17/17670-0 - Stochastic Partial Differential Equations and Particle Systems |
| Grantee: | Christian Horacio Olivera |
| Support type: | Regular Research Grants |