Existence of Density for Solutions of Mixed Stochastic Equations

DOI10.1007/978-3-319-07245-6_15zbMath1498.60237arXiv1406.1896OpenAlexW2301794793MaRDI QIDQ5038287

Taras Shalaiko, Georgiy M. Shevchenko

Publication date: 30 September 2022

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1896

zbMATH Keywords

Hörmander conditionMalliavin differentiabilitymixed stochastic differential equationsexistence of denisty

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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• Malliavin regularity of solutions to mixed stochastic differential equations
• On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
• A version of Hörmander's theorem for the fractional Brownian motion
• The Malliavin Calculus and Related Topics
• Multidimensional Stochastic Processes as Rough Paths
• Non-degeneracy of Wiener functionals arising from rough differential equations