Stochastic differential equations on the plane: Smoothness of the solution (Q583719): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations on the plane: Smoothness of the solution |
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Stochastic differential equations on the plane: Smoothness of the solution (English)
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1989
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This paper deals with m-dimensional stochastic differential equations based on a d-dimensional Brownian sheet. Applying the Malliavin calculus of 2-parameter Wiener functionals, the authors investigate non-degeneracy conditions on the coefficients, which admit a smooth density function for the law of solution.
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hypoellipticity
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Hoermander's condition
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Brownian sheet
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Malliavin calculus
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non-degeneracy conditions
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