Anticipating stochastic differential equations: Regularity of the law

DOI10.1006/JFAN.1996.2972MaRDI QIDQ677474zbMATH OpenOpenAlexFDO

Authors Carles Rovira, Marta Sanz-Solé

Publication date 7 December 1997

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jfan.1996.2972

zbMATH Keywords

densityMalliavin calculus[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDrmander+condition&go=Go H��rmander condition]stochastic differential equation with anticipating initial condition

Mathematics Subject Classification ID

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

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