Lower bounds for densities of Asian type stochastic differential equations

Journal of Functional Analysis

Volumn 258, Issue 9, 2010, Pages 3134-3164

  Bally, Vlad ^a   Kohatsu Higa, Arturo ^b,c  

^a UFR des Sciences et Technologie   (France)

^b OSAKA UNIVERSITY   (Japan)

^c JAPAN SCIENCE AND TECHNOLOGY AGENCY   (Japan)

Author keywords

Asian type sde's; Density function; Lower bounds; Malliavin calculus

Indexed keywords

EID: 76849114316     PISSN: 00221236     EISSN: 10960783     Source Type: Journal    
DOI: 10.1016/j.jfa.2009.10.027     Document Type: Article

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