Title of article :
Logarithmic estimates for the density of an anticipating stochastic differential equation
Author/Authors :
Sanz-Solé، نويسنده , , Marta and Sarrà، نويسنده , , Mٍnica، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
In this paper we study Varadhan’s estimates for the density of a family of solutions of anticipating stochastic differential equations driven by a white noise which is perturbed by a small parameter ε. The anticipating input is given by the initial condition and the stochastic integral term is of Stratonovich type.
Keywords :
Malliavin Calculus , Anticipating calculus , Anticipating stochastic differential equations , Large deviations
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications