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
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
Journal title :
Journal of Functional Analysis