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

DOI10.1007/BF02583269zbMATH Open0789.60046MaRDI QIDQ5288746FDOQ5288746

Authors: Xian Yin Zhou 

Publication date: 17 August 1993

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

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zbMATH Keywords

Malliavin calculussmooth densitytwo-parameter Wiener processHörmander condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical computation of solutions to systems of equations (65H10)

Cites Work

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• Title not available (Why is that?)
• Differentiation formulas for stochastic integrals in the plane
• Malliavin calculus for two-parameter Wiener functionals
• Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients

Cited In (16)

• Title not available (Why is that?)
• Malliavin calculus for two-parameter Wiener functionals
• Large deviations for stochastic Volterra equations in the plane
• Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching
• Title not available (Why is that?)
• Stochastic formulations of the parametrix method
• Stochastic differential equations on the plane: Smoothness of the solution
• A Regularity Condition for Non-Markovian Solutions of Stochastic Differential Equations in the Plane
• Title not available (Why is that?)
• Existence of densities of solutions of stochastic differential equations by Malliavin calculus
• Stochastic volterra equations in the plane: smoothness of the law
• Smoothness of distributions for solutions of anticipating stochastic differential equations
• Title not available (Why is that?)
• Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise
• Smoothness of densities for path-dependent SDEs under Hörmander's condition
• Title not available (Why is that?)

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