scientific article; zbMATH DE number 3930058

MaRDI QIDQ3703041zbMATH OpenFDO

Authors David Nualart, Marta Sanz-Solé

Publication date 1985

Full work available at URL http://www.numdam.org/item?id=ASCFPA_1985__85_3_73_0, https://eudml.org/doc/80619

zbMATH Keywords

Malliavin calculustwo-parameter Wiener sheet

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Stochastic integral equations (60H20)

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• On the existence of solutions with smooth density of stochastic differential equations in plane

Cites work

• Derivatives of Wiener functionals and absolute continuity of induced measures
• Differentiation formulas for stochastic integrals in the plane
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3638903 (Why is no real title available?)
• scientific article; zbMATH DE number 3386673 (Why is no real title available?)
• Malliavin calculus for two-parameter Wiener functionals
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• The Malliavin calculus, a functional analytic approach

Cited in

(4)

• Malliavin calculus for non-colliding particle systems
• Two-parameter stochastic calculus and Malliavin's integration-by-parts formula on Wiener space
• Malliavin calculus for two-parameter Wiener functionals
• Malliavin calculus for two-parameter Wiener functionals

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