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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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Appears in Collections:
Article
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