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https://dipositint.ub.edu/dspace/handle/2445/152104
Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Caballero, M. E. (María Emilia) | - |
dc.contributor.author | Fernández, Begoña | - |
dc.contributor.author | Nualart, David, 1951- | - |
dc.date.accessioned | 2020-03-05T15:26:50Z | - |
dc.date.available | 2020-03-05T15:26:50Z | - |
dc.date.issued | 1996 | - |
dc.identifier.uri | https://hdl.handle.net/2445/152104 | - |
dc.description | Preprint enviat per a la seva publicació en una revista científica: Theoretical Probability, 1998, vol. 11, pp. 831–851. [https://doi.org/10.1023/A:1022614917458] | ca |
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. | ca |
dc.format.extent | 21 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.publisher | Universitat de Barcelona | ca |
dc.relation.isformatof | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.17] | - |
dc.relation.ispartofseries | Mathematics Preprint Series; 222 | ca |
dc.rights | (c) María Emilia Caballero et al., 1996 | - |
dc.source | Preprints de Matemàtiques - Mathematics Preprint Series | - |
dc.subject.classification | Equacions diferencials estocàstiques | - |
dc.subject.classification | Càlcul de Malliavin | - |
dc.subject.other | Universitat de Barcelona. Institut de Matemàtica | - |
dc.title | Estimation of densities and applications | ca |
dc.type | info:eu-repo/semantics/article | ca |
dc.type | info:eu-repo/semantics/submittedVersion | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
File | Description | Size | Format | |
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MPS_N222.pdf | 903.8 kB | Adobe PDF | View/Open |
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