• Title of article

    Anticipating Stochastic Differential Equations: Regularity of the Law

  • Author/Authors

    Rovira، نويسنده , , Carles and Sanz-Solé، نويسنده , , Marta، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    23
  • From page
    157
  • To page
    179
  • Abstract
    Using Malliavin Calculus, we give sufficient conditions ensuring the smoothness of the density for the law of the solution to a Stratonovich stochastic differential equation with anticipating initial condition. We study Hِrmander type conditions (restricted and unrestricted) as well as ahighly degeneratecase.
  • Journal title
    Journal of Functional Analysis
  • Serial Year
    1997
  • Journal title
    Journal of Functional Analysis
  • Record number

    1547857