A Regularity Condition for Non-Markovian Solutions of Stochastic Differential Equations in the Plane

DOI10.1002/MANA.19901490109zbMATH Open0722.60060OpenAlexW2036456776MaRDI QIDQ3209950FDOQ3209950

Authors: Rainer Buckdahn 

Publication date: 1990

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19901490109

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zbMATH Keywords

Malliavin calculussmooth densitytwo-parameter stochastic differential equations

Mathematics Subject Classification ID

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

Cites Work

• Derivatives of Wiener functionals and absolute continuity of induced measures
• The Malliavin calculus
• Existence of strong solutions for stochastic differential equations in the plane
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus

Cited In (5)

• On numerical solution of stochastic partial differential equations of elliptic type
• On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
• Stratonovich Anticipative Stochastic Differential Equations In The Plane
• Smoothness of densities for path-dependent SDEs under Hörmander's condition
• A Three-Field Finite Element Method for Elliptic Partial Differential Equations Driven by Stochastic Loads

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