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arXiv · 1707.05042

A simple method for the existence of a density for stochastic evolutions with rough coefficients

Marco Romito
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Abstract

We extend the validity of a simple method for the existence of a density for stochastic differential equations, first introduced in [DebRom2014], by proving local estimate for the density, existence for the density with summable drift, and by improving the regularity of the density.

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Marco Romito. 2017-07-17. A simple method for the existence of a density for stochastic evolutions with rough coefficients. https://arxiv.org/abs/1707.05042

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