Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
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Publication:2446702
DOI10.1016/j.spl.2013.11.004zbMath1288.60075arXiv1309.0623OpenAlexW2964213209MaRDI QIDQ2446702
Publication date: 17 April 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.0623
stochastic differential equationMalliavin calculusHörmander conditionsmoothness of densitysemi-monotone drift
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