Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (Q2446702): Difference between revisions

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Latest revision as of 09:56, 8 July 2024

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Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
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    Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (English)
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    17 April 2014
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    smoothness of density
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    stochastic differential equation
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    semi-monotone drift
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    Malliavin calculus
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    Hörmander condition
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