Title of article :
Anticipating Stochastic Differential Equations: Regularity of the Law
Author/Authors :
Rovira، نويسنده , , Carles and Sanz-Solé، نويسنده , , Marta، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
23
From page :
157
To page :
179
Abstract :
Using Malliavin Calculus, we give sufficient conditions ensuring the smoothness of the density for the law of the solution to a Stratonovich stochastic differential equation with anticipating initial condition. We study Hِrmander type conditions (restricted and unrestricted) as well as ahighly degeneratecase.
Journal title :
Journal of Functional Analysis
Serial Year :
1997
Journal title :
Journal of Functional Analysis
Record number :
1547857
Link To Document :
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