Absolute continuity of distributions of solutions of anticipating stochastic differential equations
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Publication:803647
DOI10.1016/0022-1236(91)90037-6zbMath0727.60061OpenAlexW1964643901MaRDI QIDQ803647
Publication date: 1991
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(91)90037-6
Malliavin calculusabsolute continuitystochastic differential equation with anticipating initial value and drift coefficient
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Cites Work
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- Lectures on stochastic differential equations and Malliavin calculus
- Stochastic calculus with anticipating integrands
- A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
- Derivatives of Wiener functionals and absolute continuity of induced measures
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]