On the existence of density of the law of a Wiener functional

DOI10.1007/BF02107663MaRDI QIDQ3469976zbMATH OpenOpenAlexFDO

Authors Jia-An Yan

Publication date 1989

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02107663

zbMATH Keywords

Malliavin calculusWiener functionalexistence of a density

Mathematics Subject Classification ID

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

Recommendations

• Criteria of positivity for the density of the law of a Wiener functional
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Cites work

• Generalized stochastic integrals and the Malliavin calculus
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Sobolev spaces of Wiener functionals and Malliavin's calculus

Cited in

(6)

• scientific article; zbMATH DE number 140576 (Why is no real title available?)
• Smoothness of densities of generalized locally non-degenerate Wiener functionals
• scientific article; zbMATH DE number 836656 (Why is no real title available?)
• Positivity and lower bounds for the density of Wiener functionals
• Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability
• Regularity of Wiener functionals under a Hörmander type condition of order one

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