Open Access
2018 A simple method for the existence of a density for stochastic evolutions with rough coefficients
Marco Romito
Electron. J. Probab. 23: 1-43 (2018). DOI: 10.1214/18-EJP242
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.

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Marco Romito "A simple method for the existence of a density for stochastic evolutions with rough coefficients," Electronic Journal of Probability 23(none), 1-43, (2018). https://doi.org/10.1214/18-EJP242
Received: 13 October 2017; Accepted: 3 November 2018; Published: 2018
Vol.23 • 2018
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