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
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
Malliavin calculuslocal timeabsolute continuitymaximum processreflected stochastic differential equations
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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