Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process
DOI10.1016/J.JMAA.2020.124692zbMATH Open1470.60171OpenAlexW3092846108WikidataQ115345901 ScholiaQ115345901MaRDI QIDQ1995755FDOQ1995755
Authors: Hua Zhang 
Publication date: 25 February 2021
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124692
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Malliavin calculuslocal timeabsolute continuitymaximum processreflected stochastic differential equations
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Cites Work
- The Malliavin Calculus and Related Topics
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
- Stochastic partial differential equations with reflection and Malliavin calculus
- Title not available (Why is that?)
- Absolute continuity for some one-dimensional processes
- Title not available (Why is that?)
- Perturbed Skorohod equations and perturbed reflected diffusion processes
- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections)
- Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
- Quasilinear stochastic elliptic equations with reflection: The existence of a density
Cited In (6)
- Absolute continuity for some one-dimensional processes
- Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
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- Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
- ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
- Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections)
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