A simple method for the existence of a density for stochastic evolutions\n with rough coefficients

2017/07/17 by Marco Romito, Romito, Marco · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1707.05042

openalex publication_date 2017/07/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We extend the validity of a simple method for the existence of a density for\nstochastic differential equations, first introduced in [DebRom2014], by proving\nlocal estimate for the density, existence for the density with summable drift,\nand by improving the regularity of the density.\n

Cited by

• On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations

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