No label defined (Q4025843)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 124137
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 124137 |
Statements
18 February 1993
0 references
second order semi-elliptic differential operator
0 references
Malliavin calculus
0 references
0.7550036907196045
0 references
Let \(X(t, x)\) denote the diffusion process with initial point \(x\) corresponding to a second order semi-elliptic differential operator \(L\) with characteristic matrix \(a\). The author uses the Malliavin calculus to prove that \(X(t, x)\) has a smooth density at time \(T > 0\), provided the following condition is satisfied: \(E(\inf_{t<T}\mod\{\text{det}^{-p} a(X(t, x)\})\) is finite, for every \(p > 1\). This hypothesis is a weakened form of the classical PDE assumption that \(a\) is uniformly positive definite.
0 references
