Abstract
We extend the validity of a simple method for the existence of a density for stochastic differential equations, first introduced in [15], by proving local estimates for the density, existence for the density with summable drift, and by improving the regularity of the density.
Citation
Marco Romito. "A simple method for the existence of a density for stochastic evolutions with rough coefficients." Electron. J. Probab. 23 1 - 43, 2018. https://doi.org/10.1214/18-EJP242
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