Malliavin calculus for degenerate stochastic functional differential equations

DOI10.1007/S10440-007-9121-2zbMATH Open1122.34064OpenAlexW2025546709MaRDI QIDQ996762FDOQ996762

Authors: Atsushi Takeuchi 

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9121-2

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Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic functional-differential equations (34K50)

Cites Work

• The Malliavin Calculus and Related Topics
• Title not available (Why is that?)
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• On stationary solutions of a stochastic differential equation
• Smooth densities for degenerate stochastic delay equations with hereditary drift
• Simplified probabilistic approach to the Hörmander theorem

Cited In (11)

• Stochastic differential equations on the plane: Smoothness of the solution
• Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
• Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
• Density estimates for solutions of stochastic functional differential equations
• Malliavin matrix of degenerate SDE and gradient estimate
• An extension of the ventcel- freidlin large deviation principle
• Asymptotic behavior of densities for stochastic functional differential equations
• Malliavin calculus with time dependent coefficients applied to a class of stochastic differential equations
• A Hörmander condition for delayed stochastic differential equations
• Smoothness of densities for path-dependent SDEs under Hörmander's condition
• Non-degeneracy of Wiener functionals arising from rough differential equations

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