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Existence and Besov regularity of the density for a class of SDEs with Volterra noise
Comptes Rendus Mathematique ( IF 0.8 ) Pub Date : 2019-07-01 , DOI: 10.1016/j.crma.2019.06.012
Christian Olivera , Ciprian A. 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 equations driven by an additive Gaussian Volterra process. We assume weak regularity conditions on the drift. Several examples of Gaussian Volterra noises are discussed.

中文翻译:

一类具有 Volterra 噪声的 SDE 密度的存在性和 Besov 正则性

通过使用基于部分分数积分的简单方法,我们证明了由加性高斯沃尔泰拉过程驱动的随机微分方程解的密度的存在性和 Besov 正则性。我们假设漂移的弱规律性条件。讨论了高斯沃尔泰拉噪声的几个例子。
更新日期:2019-07-01
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