We extend the validity of a simple method for the existence of a density for stochastic differential equations, first introduced in [DebRom2014], by proving local estimate for the density, existence for the density with summable drift, and by improving the regularity of the density.

A simple method for the existence of a density for stochastic evolutions with rough coefficients

Marco Romito
2018-01-01

Abstract

We extend the validity of a simple method for the existence of a density for stochastic differential equations, first introduced in [DebRom2014], by proving local estimate for the density, existence for the density with summable drift, and by improving the regularity of the density.
2018
Romito, Marco
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/927662
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