Anticipating stochastic differential equations: Regularity of the law

DOI10.1006/JFAN.1996.2972zbMATH Open0877.60038OpenAlexW2064411539MaRDI QIDQ677474FDOQ677474

Marta Sanz-Solé, Carles Rovira

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

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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)

Cited In (6)

• Good rough path sequences and applications to anticipating stochastic calculus
• Smoothness of distributions for solutions of anticipating stochastic differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Logarithmic estimates for the density of an anticipating stochastic differential equation

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