Ciencias,UNAM

Browsing by Subject "Wiener space"

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Browsing by Subject "Wiener space"

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  • Caballero, ME; Fernandez, B; Nualart, D (1998)
    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, ...