scientific article; zbMATH DE number 4042983

MaRDI QIDQ3780214zbMATH OpenFDO

Authors Constantin Vârsan

Publication date 1987

zbMATH Keywords

conditioned diffusionsMalliavin calculusMalliavin's covariance matrixsmooth densitystochastic equations with delay

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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• Regularity of the diffusion coefficient matrix for the lattice gas with energy
• On diffusions that cannot escape from a convex set
• Regularity and global bounds of densities of invariant measures of diffusion processes
• The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals
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