Regularity of probability laws by using an interpolation method

DOI10.1007/978-3-319-27128-6_3zbMath1371.60096arXiv1211.0052OpenAlexW1564650365MaRDI QIDQ2813625

Lucia Caramellino, Vlad Bally

Publication date: 24 June 2016

Published in: Advanced Courses in Mathematics - CRM Barcelona (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0052

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

Total variation distance between stochastic polynomials and invariance principles ⋮ A simple method for the existence of a density for stochastic evolutions with rough coefficients ⋮ Smoothness of densities for path-dependent SDEs under Hörmander's condition ⋮ Time regularity of the densities for the Navier-Stokes equations with noise ⋮ Invariant measures for multidimensional fractional stochastic volatility models

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