2 citations · 3 across the 5 of their papers we have counts for
4 papers · 2 filters
Gaussian density estimates for solutions of fully coupled forward-backward SDEs
Christian Olivera, Evelina Shamarova
We obtain upper and lower Gaussian density estimates for the law of each component of the solution to a one-dimensional fully coupled forward-backward SDE (FBSDE). Our approach rel…
Density for solutions to stochastic differential equations with unbounded drift
C. Olivera, C. Tudor
Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.
Existence and Besov regularity of the density for a class of SDEs with Volterra noise
Christian Olivera, Ciprian Tudor
By using a simple method based on the fractional integration by parts, we prove the existence and the Besov regularity of the density for solutions to stochastic differential equat…
Existence and smoothness of the density for the stochastic continuity equation
David A. C. Mollinedo, Christian Olivera, Ciprian A. Tudor
We consider the stochastic continuity equation driven by Brownian motion. We use the techniques of the Malliavin calculus to show that the law of the solution has a density with re…