谢颖超. 关于Poisson泛函光滑密度的估计[J]. 应用概率统计, 2006, 22(1): 89-101.
引用本文: 谢颖超. 关于Poisson泛函光滑密度的估计[J]. 应用概率统计, 2006, 22(1): 89-101.
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XIE YINCHAO. On the Estimation of Smooth Densities for Poisson Functionals[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(1): 89-101.
Citation: XIE YINCHAO. On the Estimation of Smooth Densities for Poisson Functionals[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(1): 89-101.
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关于Poisson泛函光滑密度的估计

On the Estimation of Smooth Densities for Poisson Functionals

    摘要
  • 摘要: 本文利用Malliavin分析的方法研究了关于Poisson随机测度的随机微分方程解的密度的存在性, 并在非退化的条件下给出了解密度的光滑性及其估计

     

    Abstract: In this paper, we use Malliavin calculus to show that the laws of Poisson functionals and the solution of stochastic differential equation driven a compensated Poisson measure admit smooth densities and to give estimations for these densities under some non-degeneracy assumptions.

     

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