Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point
DOI10.1007/BF01204706zbMATH Open0847.60043OpenAlexW2115776692MaRDI QIDQ1913862FDOQ1913862
Authors: Yanyan Li 
Publication date: 30 September 1996
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01204706
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Cites Work
- Dirichlet forms and analysis on Wiener space
- Integration by parts and time reversal for diffusion processes
- Stochastic calculus with anticipating integrands
- Derivatives of Wiener functionals and absolute continuity of induced measures
- Stochastic integrals in the plane
- The Malliavin calculus
- Random nonlinear wave equations: Smoothness of the solutions
- Weak martingales and stochastic integrals in the plane
- Stochastic differential equations on the plane: Smoothness of the solution
- R�gions d'arr�t, localisations et prolongements de martingales
- Generalized stochastic integrals and the Malliavin calculus
- Generalized multiple stochastic integrals and the representation of wiener functionals
- Malliavin calculus for two-parameter Wiener functionals
- Nonlinear stochastic integral equations in the plane
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