Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts - Wang, Feng-Yu (Probability theory and related fields, 2018)
Keywords: Drift; Economics; Entropy; Estimates; Finance; Insurance; Integral calculus; Invariants; Management; Mathematical and Computational Biology; Mathematical and Computational Physics; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Partial differential equations; Probability; Probability Theory and Stochastic Processes; Quantitative Finance; Statistics for Business; Theoretical; Uniqueness; 60J75; 47G20; Sobolev space; 60G52; Functional SDEs; Invariant probability measure; Integrability condition; Density