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.
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页码：74 / 89
页数：16
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