Estimation of Densities and Applications

Journal of Theoretical Probability

Volumn 11, Issue 3, 1998, Pages 831-851

  Caballero, María Emilia ^a   Fernández, Begoña ^a   Nualart, David ^b  

^a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Diffusion process; Stochastic pde; Wiener space

Indexed keywords

EID: 0042726950     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022614917458     Document Type: Article

References (9)

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4. Nualart, D. (1995). Malliavin Calculus and Related Topics. Springer-Verlag.
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6. Nualart, D., and Zakai, M. (1988). Generalized multiple stochastic integrals and the representation of Wiener functionals. Stochastics 23, 311-330.
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8. Skorohod, A. V. (1975). On a generalization of a stochastic integral. Th. Prob. Appl. 20, 219-233.
9. Sowers, R. B. (1994). Multidimensional reaction-diffusion equations with white noise boundary perturbations. Ann. Prob. 22, 2071-2121.