KMS Of Academy of mathematics and systems sciences, CAS
| Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application | |
Cao, Guilan1; He, Kai1,2,3
| |
| 2020-02-01 | |
| Source Publication | JOURNAL OF THEORETICAL PROBABILITY
 |
| ISSN | 0894-9840 |
| Pages | 27 |
| Abstract | 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. |
| Keyword | Donsker's delta function Nondegenerate Integration by parts Non-Markovian SDE Convergence rate |
| DOI | 10.1007/s10959-020-00986-2 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000510372300001 |
| Publisher | SPRINGER/PLENUM PUBLISHERS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/50766 |
| Collection | 应用数学研究所 |
| Corresponding Author | He, Kai |
| Affiliation | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 3.Chinese Acad Sci, Key Lab Random Complex Struct & Data Sci, Beijing 100190, Peoples R China |
| Recommended Citation 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. |
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