Izvorni znanstveni članak
https://doi.org/10.64785/mc.31.1.9
Gaussian lower bound and positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion
Òscar Burés
orcid.org/0009-0003-1741-1308
; Departament de Matemàtica Econòmica, Financera i Actuarial, Facultat d’Economia i Empresa, Universitat de Barcelona, Barcelona, Spain
*
Carles Rovira
; Departament de Matemàtiques i Informàtica, Facultat de Matemàtiques i Informàtica, Universitat de Barcelona, Barcelona, Spain
* Dopisni autor.
Sažetak
In this paper, we prove that the density of a stochastic delay differential equation driven by a fBm with Hurst
parameter 𝐻 > 1/2 is strictly positive combining Nourdin-Viens’ and Kohatsu-Higa’s method.
Ključne riječi
Stochastic delay equation; Malliavin calculus; fractional Brownian motion; estimates of the density
Hrčak ID:
345982
URI
Datum izdavanja:
2.4.2026.
Posjeta: 197 *