Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point

DOI10.1007/BF01204706MaRDI QIDQ1913862zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Malliavin calculushyperbolic stochastic partial differential equationstwo-parameter representable semimartingales

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• Derivatives of Wiener functionals and absolute continuity of induced measures
• Dirichlet forms and analysis on Wiener space
• Generalized multiple stochastic integrals and the representation of wiener functionals
• Generalized stochastic integrals and the Malliavin calculus
• Integration by parts and time reversal for diffusion processes
• Malliavin calculus for two-parameter Wiener functionals
• Nonlinear stochastic integral equations in the plane
• Random nonlinear wave equations: Smoothness of the solutions
• R�gions d'arr�t, localisations et prolongements de martingales
• Stochastic calculus with anticipating integrands
• Stochastic differential equations on the plane: Smoothness of the solution
• Stochastic integrals in the plane
• The Malliavin calculus
• Weak martingales and stochastic integrals in the plane

Cited in

(1)

• Stochastic volterra equations in the plane: smoothness of the law

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