The Malliavin calculus and its application to second order parabolic differential equations: Part I

DOI10.1007/BF01752389zbMath0474.60061MaRDI QIDQ3928764

Daniel W. Stroock

Publication date: 1981

Published in: Mathematical Systems Theory (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculus; hypoellipticity; existence of a smooth density

Mathematics Subject Classification ID

35K60: Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations

60J60: Diffusion processes

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Cites Work

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• On Distributions of Certain Wiener Functionals