Smooth densities for degenerate stochastic delay equations with hereditary drift
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Publication:1917207
DOI10.1214/aop/1176987807zbMath0852.60063MaRDI QIDQ1917207
Salah-Eldin A. Mohammed, Denis R. Bell
Publication date: 2 December 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176987807
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
34K50: Stochastic functional-differential equations
34F05: Ordinary differential equations and systems with randomness
60H07: Stochastic calculus of variations and the Malliavin calculus
60H20: Stochastic integral equations
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