Density estimates and central limit theorem for the functional of fractional SDEs
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DOI: 10.1080/07362994.2018.1537851
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… read more here.
Keywords: density estimates; central limit; estimates central; theorem functional ... See more keywords