hal-00692982

title_s

SMOOTHNESS AND ASYMPTOTIC ESTIMATES OF DENSITIES FOR SDES WITH LOCALLY SMOOTH COEFFICIENTS AND APPLICATIONS TO SQUARE ROOT-TYPE DIFFUSIONS

auteur

Stefano de Marco

journal

The Annals of Applied Probability

volume

21

numero

4

pages

1282--1321

doi

10.1214/10-AAP717

fichier_autre

http://arxiv.org/pdf/1108.4558

origine_autre

arxiv

annee

2011