Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (Q2446702)
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scientific article; zbMATH DE number 6286776
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| English | Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition |
scientific article; zbMATH DE number 6286776 |
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Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition (English)
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17 April 2014
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smoothness of density
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stochastic differential equation
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semi-monotone drift
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Malliavin calculus
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Hörmander condition
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0.90270233
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0.89572847
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0.88906944
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0.88501036
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0.8847284
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0.8834579
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0.8806094
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