Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application
文献类型：期刊论文
| 作者 | Cao, Guilan2; He, Kai1,2,3
|
| 刊名 | JOURNAL OF THEORETICAL PROBABILITY
 |
| 出版日期 | 2020-02-01 |
| 页码 | 27 |
| 关键词 | Donsker's delta function Nondegenerate Integration by parts Non-Markovian SDE Convergence rate |
| ISSN号 | 0894-9840 |
| DOI | 10.1007/s10959-020-00986-2 |
| 英文摘要 | This study investigates precise estimates of the difference between two probability densities of Wiener functionals in the space of continuously differentiable functions and the Holder continuous functions. As an application, the convergence rate of the density of the solution to non-Markovian stochastic differential equations is derived utilizing these precise estimates. |
| 资助项目 | National Natural Science Foundation of China[11371352] ; National Natural Science Foundation of China[11431014] ; Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences[2008DP173182] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000510372300001 |
| 出版者 | SPRINGER/PLENUM PUBLISHERS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/50765]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | He, Kai |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Chinese Acad Sci, Key Lab Random Complex Struct & Data Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Cao, Guilan,He, Kai. Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application[J]. JOURNAL OF THEORETICAL PROBABILITY,2020:27. |
| APA | Cao, Guilan,&He, Kai.(2020).Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application.JOURNAL OF THEORETICAL PROBABILITY,27. |
| MLA | Cao, Guilan,et al."Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application".JOURNAL OF THEORETICAL PROBABILITY (2020):27. |
入库方式： OAI收割
来源：数学与系统科学研究院
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