Estimation of densities and applications

dc.contributor.author	Caballero, ME
dc.contributor.author	Fernandez, B
dc.contributor.author	Nualart, D
dc.date.accessioned	2011-01-22T10:27:49Z
dc.date.available	2011-01-22T10:27:49Z
dc.date.issued	1998
dc.identifier.issn	0894-9840
dc.identifier.uri	http://hdl.handle.net/11154/3337
dc.description.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.	en_US
dc.language.iso	en	en_US
dc.title	Estimation of densities and applications	en_US
dc.type	Article	en_US
dc.identifier.idprometeo	2831
dc.source.novolpages	11(3):831-851
dc.subject.wos	Statistics & Probability
dc.description.index	WoS: SCI, SSCI o AHCI
dc.subject.keywords	Wiener space
dc.subject.keywords	diffusion process
dc.subject.keywords	stochastic pde
dc.relation.journal	Journal of theoretical Probability