Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application

doi:10.1007/s10959-020-00986-2

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	Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application
	Cao, Guilan 1; He, Kai1,2,3
	2020-02-01
发表期刊	JOURNAL OF THEORETICAL PROBABILITY
ISSN	0894-9840
页码	27
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.
关键词	Donsker's delta function Nondegenerate Integration by parts Non-Markovian SDE Convergence rate
DOI	10.1007/s10959-020-00986-2
收录类别	SCI
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000510372300001
出版者	SPRINGER/PLENUM PUBLISHERS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/50766
专题	应用数学研究所
通讯作者	He, Kai
作者单位	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
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.