Density estimates and central limit theorem for the functional of fractional SDEs

被引：0

作者：

Nguyen Tien Dung ^{[1
]}

机构：

[1] FPT Univ, Dept Math, Hanoi, Vietnam

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2019年 / 37卷 / 01期

关键词：

Fractional Brownian motion; Malliavin calculus; density estimates; central limit theorem; DIFFERENTIAL-EQUATIONS DRIVEN; CALCULUS; BOUNDS;

D O I：

10.1080/07362994.2018.1537851

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider a general class of functionals of stochastic differential equations driven by fractional Brownian motion. For this class, we obtain Gaussian estimates for the density and a quantitative central limit theorem. The main tools of the paper are the techniques of Malliavin calculus.

引用

页码：74 / 89

页数：16

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