2 papers
math.PR2024
Exponential bounds for the density of the law of the solution of a SDE with locally Lipschitz coefficients
Cristina Anton
Under the uniform Hörmander's hypothesis we study smoothness and exponential bounds of the density of the law of the solution of a stochastic differential equation (SDE) with loca…
math.PR2024
Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
Cristina Anton
We study Malliavin differentiability for the solutions of a stochastic differential equation with drift of super-linear growth. Assuming we have a monotone drift with polynomial gr…