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
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