Stochastic differential equations on the plane: Smoothness of the solution (Q583719)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations on the plane: Smoothness of the solution |
scientific article |
Statements
Stochastic differential equations on the plane: Smoothness of the solution (English)
0 references
1989
0 references
This paper deals with m-dimensional stochastic differential equations based on a d-dimensional Brownian sheet. Applying the Malliavin calculus of 2-parameter Wiener functionals, the authors investigate non-degeneracy conditions on the coefficients, which admit a smooth density function for the law of solution.
0 references
hypoellipticity
0 references
Hoermander's condition
0 references
Brownian sheet
0 references
Malliavin calculus
0 references
non-degeneracy conditions
0 references
