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Asymptotic Behavior of Densities for Stochastic Functional Differential Equations
Joint Authors
Kitagawa, Akihiro
Takeuchi, Atsushi
Source
International Journal of Stochastic Analysis
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-02-28
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
Consider stochastic functional differential equations depending on whole past histories in a finite time interval, which determine non-Markovian processes.
Under the uniformly elliptic condition on the coefficients of the diffusion terms, the solution admits a smooth density with respect to the Lebesgue measure.
In the present paper, we will study the large deviations for the family of the solution process and the asymptotic behaviors of the density.
The Malliavin calculus plays a crucial role in our argument.
American Psychological Association (APA)
Kitagawa, Akihiro& Takeuchi, Atsushi. 2013. Asymptotic Behavior of Densities for Stochastic Functional Differential Equations. International Journal of Stochastic Analysis،Vol. 2013, no. 2013, pp.1-17.
https://search.emarefa.net/detail/BIM-479575
Modern Language Association (MLA)
Kitagawa, Akihiro& Takeuchi, Atsushi. Asymptotic Behavior of Densities for Stochastic Functional Differential Equations. International Journal of Stochastic Analysis No. 2013 (2013), pp.1-17.
https://search.emarefa.net/detail/BIM-479575
American Medical Association (AMA)
Kitagawa, Akihiro& Takeuchi, Atsushi. Asymptotic Behavior of Densities for Stochastic Functional Differential Equations. International Journal of Stochastic Analysis. 2013. Vol. 2013, no. 2013, pp.1-17.
https://search.emarefa.net/detail/BIM-479575
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-479575