scientific article; zbMATH DE number 458912

MaRDI QIDQ3142956zbMATH OpenFDO

Authors Emilia Caballero, Begoña Fernández Fernández

Publication date 30 January 1994

zbMATH Keywords

Malliavin derivativesolution of an anticipating stochastic differential equationsufficient conditions for the existence of the density

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(1)

• A Hörmander condition for delayed stochastic differential equations

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