## Brazilian Journal of Probability and Statistics

- Braz. J. Probab. Stat.
- Volume 33, Number 3 (2019), 520-531.

### Density for solutions to stochastic differential equations with unbounded drift

Christian Olivera and Ciprian Tudor

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#### Abstract

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.

#### Article information

**Source**

Braz. J. Probab. Stat., Volume 33, Number 3 (2019), 520-531.

**Dates**

Received: August 2017

Accepted: May 2018

First available in Project Euclid: 10 June 2019

**Permanent link to this document**

https://projecteuclid.org/euclid.bjps/1560153850

**Digital Object Identifier**

doi:10.1214/18-BJPS400

**Mathematical Reviews number (MathSciNet)**

MR3960274

**Zentralblatt MATH identifier**

07094815

**Keywords**

Stochastic differential equations unbounded drift Malliavin calculus existence of the density

#### Citation

Olivera, Christian; Tudor, Ciprian. Density for solutions to stochastic differential equations with unbounded drift. Braz. J. Probab. Stat. 33 (2019), no. 3, 520--531. doi:10.1214/18-BJPS400. https://projecteuclid.org/euclid.bjps/1560153850

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