Estimation of the density of hypoelliptic diffusion processes with application to an extended Itô's formula

Journal of Theoretical Probability

Volumn 15, Issue 1, 2002, Pages 223-247

  Bardina, Xavier ^a   Jolis, Maria ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Estimation of densities; Hypoelliptic diffusion processes; It 's formula; Malliavin calculus

Indexed keywords

EID: 0036108644     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013899603656     Document Type: Article

References (14)

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