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.
Citation
Christian Olivera. Ciprian Tudor. "Density for solutions to stochastic differential equations with unbounded drift." Braz. J. Probab. Stat. 33 (3) 520 - 531, August 2019. https://doi.org/10.1214/18-BJPS400
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