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Abstract In this paper, we consider a general class of functionals of stochastic differential equations driven by fractional Brownian motion. For this class, we obtain Gaussian estimates for the density… Click to show full abstract
Abstract In this paper, we consider a general class of functionals of stochastic differential equations driven by fractional Brownian motion. For this class, we obtain Gaussian estimates for the density and a quantitative central limit theorem. The main tools of the paper are the techniques of Malliavin calculus.
Keywords:
density estimates;
central limit;
estimates central;
theorem functional;
limit theorem
Journal Title: Stochastic Analysis and Applications
Year Published: 2018
Link to full text (if available)
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Journal Title: Stochastic Analysis and Applications
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!