Anticipating stochastic differential equations: Regularity of the law
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Publication:677474
DOI10.1006/jfan.1996.2972zbMath0877.60038MaRDI QIDQ677474
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
Malliavin calculus; density; Hörmander condition; stochastic differential equation with anticipating initial condition
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H07: Stochastic calculus of variations and the Malliavin calculus
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