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| Title: | Asymptotic behaviour of the density in a parabolic SPDE |
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| Author: | Kohatsu, Arturo; Márquez Carreras, D.; Sanz Solé, M. |
| Other authors: | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
| Subject(s): | -Statistics, Econometrics and Quantitative Methods -malliavin calculus -parabolic spde -large deviations -taylor expansion of a density -exponential estimates of the tail probabilities -stochastic integration by parts formula |
| Rights: | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| Document type: | Working Paper |
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