Smooth densities for degenerate stochastic delay equations with hereditary drift

DOI10.1214/aop/1176987807zbMath0852.60063MaRDI QIDQ1917207

Salah-Eldin A. Mohammed, Denis R. Bell

Publication date: 2 December 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176987807

zbMATH Keywords

Malliavin calculus; smooth densities; hereditary delay systems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

34K50: Stochastic functional-differential equations

34F05: Ordinary differential equations and systems with randomness

60H07: Stochastic calculus of variations and the Malliavin calculus

60H20: Stochastic integral equations

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