Abstract
In this article, we investigate the density of the solution to a class of stochastic functional differential equations by means of Malliavin calculus. Our aim is to provide upper and lower Gaussian estimates for the density.
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The first author is supported by Viet Nam National Foundation for Science and Technology Development (NAFOSTED) under grant number 101.03-2015.15. The third and second authors are supported by the Vietnam National University, Hanoi (QG.16.09).
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Dung, N.T., Son, T.C., Cuong, T.M. et al. Density Estimates for Solutions of Stochastic Functional Differential Equations. Acta Math Sci 39, 955–970 (2019). https://doi.org/10.1007/s10473-019-0404-2
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DOI: https://doi.org/10.1007/s10473-019-0404-2