Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition

DOI10.1016/j.spl.2013.11.004zbMath1288.60075arXiv1309.0623MaRDI QIDQ2446702

Yanyan Li

Publication date: 17 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.0623

zbMATH Keywords

stochastic differential equation; Malliavin calculus; Hörmander condition; smoothness of density; semi-monotone drift

Mathematics Subject Classification ID

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

Cites Work

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