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- W2012530884 abstract "On introduit une méthode générale qui permet l’utilisation du Calcul de Malliavin pour des fonctionnelles additives générées par des équations stochastiques avec une dérive irrégulière. Cette méthode utilise le théorème de Girsanov avec l’expansion d’Itô–Taylor pour obtenir la régularité de la densité. On applique cette méthodologie pour au cas de l’intégrale en temps d’une diffusion avec derive mesurable bornée." @default.
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- W2012530884 date "2012-08-01" @default.
- W2012530884 modified "2023-09-30" @default.
- W2012530884 title "A Malliavin Calculus method to study densities of additive functionals of SDE’s with irregular drifts" @default.
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- W2012530884 doi "https://doi.org/10.1214/11-aihp418" @default.
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