Acta Mathematica Scientia

, Volume 39, Issue 4, pp 955–970 | Cite as

Density Estimates for Solutions of Stochastic Functional Differential Equations

  • Nguyen Tien DungEmail author
  • Ta Cong Son
  • Tran Manh Cuong
  • Nguyen Van Tan
  • Trinh Nhu Quynh


In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the density.

Key words

Stochastic functional differential equations density estimates Malliavin calculus 

2010 MR Subject Classification

34K50 60H07 60H10 


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Copyright information

© Wuhan Institute Physics and Mathematics, Chinese Academy of Sciences 2019

Authors and Affiliations

  • Nguyen Tien Dung
    • 1
    Email author
  • Ta Cong Son
    • 2
  • Tran Manh Cuong
    • 2
  • Nguyen Van Tan
    • 3
  • Trinh Nhu Quynh
    • 4
  1. 1.Department of MathematicsFPT UniversityHanoiVietnam
  2. 2.Department of MathematicsVNU Hanoi University of ScienceHanoiVietnam
  3. 3.Department of FoundationAcademy of Cryptography TechniquesHanoiVietnam
  4. 4.Military Information Technology InstituteHanoiVietnam

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