Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (Q2446702): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1309.0623 / rank | |||
Normal rank | |||
Revision as of 06:24, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition |
scientific article |
Statements
Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (English)
0 references
17 April 2014
0 references
smoothness of density
0 references
stochastic differential equation
0 references
semi-monotone drift
0 references
Malliavin calculus
0 references
Hörmander condition
0 references
