Smoothness of densities for path-dependent SDEs under Hörmander's condition (Q2235849)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Smoothness of densities for path-dependent SDEs under Hörmander's condition
scientific article

    Statements

    Smoothness of densities for path-dependent SDEs under Hörmander's condition (English)
    0 references
    0 references
    0 references
    0 references
    22 October 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    Hörmander's theorem
    0 references
    path-dependent SDEs
    0 references
    SDEs in Banach spaces
    0 references
    rough paths
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references