In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the density.
Nguyen Tien DUNG
,
Ta Cong SON
,
Tran Manh CUONG
,
Nguyen Van TAN
,
Trinh Nhu QUYNH
. DENSITY ESTIMATES FOR SOLUTIONS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS[J]. Acta mathematica scientia, Series B, 2019
, 39(4)
: 955
-970
.
DOI: 10.1007/s10473-019-0404-2
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