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

densityHörmander conditionMalliavin calculusstochastic 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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