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Please use this identifier to cite or link to this item:
http://hdl.handle.net/11154/3337
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| Title: | Estimation of densities and applications |
| Authors: | Caballero, ME
Fernandez, B
Nualart, D |
| Issue Date: | 1998 |
| 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. |
| URI: | http://hdl.handle.net/11154/3337 |
| ISSN: | 0894-9840 |
| Appears in Collections: | Ciencias
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