Density Estimates for Solutions of Stochastic Functional Differential Equations
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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 wordsStochastic functional differential equations density estimates Malliavin calculus
2010 MR Subject Classification34K50 60H07 60H10
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