Existence and regularity of density for solutions to stochastic differential equations with boundary conditions

DOI10.1080/17442509708834096zbMath0877.60037OpenAlexW2014384877MaRDI QIDQ3128076

Marta Sanz-Solé, Arturo Kohatsu-Higa

Publication date: 26 November 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834096

zbMATH Keywords

Malliavin calculusdensityHörmander's conditionstochastic differential equation with boundary conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic analysis (60H99)

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Convergence rate of strong approximations of compound random maps, application to SPDEs ⋮ Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation ⋮ Weak approximations. A Malliavin calculus approach

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