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arXiv · 1805.06717

Density for solutions to stochastic differential equations with unbounded drift

C. Olivera·C. Tudor
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Abstract

Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.

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C. Olivera, C. Tudor. 2018-05-17. Density for solutions to stochastic differential equations with unbounded drift. https://arxiv.org/abs/1805.06717

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