Record link: 
http://hdl.handle.net/20.500.12708/147484
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Title: 
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
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Citation: 
Baños, D., & Krühner, P. (2017). Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. Stochastic Processes and Their Applications, 127(6), 1785–1799. https://doi.org/10.1016/j.spa.2016.09.015
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Publisher DOI: 
10.1016/j.spa.2016.09.015
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Publication Type: 
Article - Original Research Article
en
Language: 
English
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Authors: 
Baños, David 
Krühner, Paul 
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Organisational Unit: 
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik 
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Journal: 
Stochastic Processes and their Applications 
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ISSN: 
0304-4149
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Date (published): 
2017
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Number of Pages: 
15
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Publisher: 
ELSEVIER
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Peer reviewed: 
Yes
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Keywords: 
Applied Mathematics; Modeling and Simulation; Statistics and Probability
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Research Areas: 
Fundamental Mathematics Research: 100%
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Science Branch: 
Mathematik
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