{"title":"分数阶噪声随机泛函微分方程的光滑性和高斯密度估计","authors":"N. V. Tan","doi":"10.19139/soic-2310-5070-784","DOIUrl":null,"url":null,"abstract":"In this paper, we study the density of the solution to a class of stochastic functional differential equations driven by fractional Brownian motion. Based on the techniques of Malliavin calculus, we prove the smoothness and establish upper and lower Gaussian estimates for the density.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"822-833"},"PeriodicalIF":0.0000,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Smoothness and Gaussian Density Estimates for Stochastic Functional Differential Equations with Fractional Noise\",\"authors\":\"N. V. Tan\",\"doi\":\"10.19139/soic-2310-5070-784\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study the density of the solution to a class of stochastic functional differential equations driven by fractional Brownian motion. Based on the techniques of Malliavin calculus, we prove the smoothness and establish upper and lower Gaussian estimates for the density.\",\"PeriodicalId\":93376,\"journal\":{\"name\":\"Statistics, optimization & information computing\",\"volume\":\"8 1\",\"pages\":\"822-833\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics, optimization & information computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.19139/soic-2310-5070-784\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics, optimization & information computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.19139/soic-2310-5070-784","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Smoothness and Gaussian Density Estimates for Stochastic Functional Differential Equations with Fractional Noise
In this paper, we study the density of the solution to a class of stochastic functional differential equations driven by fractional Brownian motion. Based on the techniques of Malliavin calculus, we prove the smoothness and establish upper and lower Gaussian estimates for the density.
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