activity
20172021
most citedWeak uniqueness and density estimates for sdes with coefficients depending on some path-functionals

4 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

Integration by parts formula for killed processes: A point of view from approximation theory

Noufel Frikha, Arturo Kohatsu-Higa, Libo Li

In this paper, we establish a probabilistic representation for two integration by parts formulas, one being of Bismut-Elworthy-Li's type, for the marginal law of a one-dimensional…