Estimation of Densities and Applications

María Emilia Caballero, Begoña Fernández and David Nualart
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María Emilia Caballero: Ciudad Universitaria
Begoña Fernández: Ciudad Universitaria
David Nualart: Universitat de Barcelona

Journal of Theoretical Probability, 1998, vol. 11, issue 3, 831-851

Abstract: Abstract In this paper we show some estimates for the density of a random variable on the Wiener space that satisfies a nondegeneracy condition using the stochastic calculus of variations. The case of a diffusion process is considered, and an application to the solution of a stochastic partial differential equation is discussed.

Keywords: Wiener space; diffusion process; stochastic pde (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1022614917458

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