Arxiv
| Presentation Name： | Estimates of the Difference between two Probability Densities of Wiener Functionals and its Application |
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| Presenter🧏🏿♀️： | 何凯 副研究员 |
| Date🤲： | 2021-03-30 |
| Location👵🏿： | 腾讯会议ID👨：201 736 945 |
| Abstract🦸♂️： | This study investigates precise estimates of the difference between two probability densities of Wiener functionals in the space of continuously differentiable functions and the Hölder continuous functions. As an application, the convergence rate of the density of the solution to non-Markovian stochastic differential equations is derived utilizing these precise estimates. |
| Annual Speech Directory： | No.55 |
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