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

DOI10.1007/BF02583269MaRDI QIDQ5288746zbMATH OpenFDO

Authors Xian Yin Zhou

Publication date 17 August 1993

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

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)

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Cites work

• scientific article; zbMATH DE number 3907496 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients
• Differentiation formulas for stochastic integrals in the plane
• Malliavin calculus for two-parameter Wiener functionals

Cited in

(16)

• Large deviations for stochastic Volterra equations in the plane
• scientific article; zbMATH DE number 908105 (Why is no real title available?)
• Malliavin calculus for two-parameter Wiener functionals
• Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching
• scientific article; zbMATH DE number 4174058 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 2169688 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3930058 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 458912 (Why is no real title available?)

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