Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes (Q495705)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes |
scientific article |
Statements
Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes (English)
0 references
15 September 2015
0 references
perturbed diffusion processes
0 references
perturbed reflected diffusion processes
0 references
absolute continuity
0 references
Malliavin calculus
0 references
comparison theorem
0 references
0 references
0 references
0 references