Infinite dimensional Malliavin calculus and its application (Q1210227)
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scientific article; zbMATH DE number 177978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite dimensional Malliavin calculus and its application |
scientific article; zbMATH DE number 177978 |
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Infinite dimensional Malliavin calculus and its application (English)
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25 May 1993
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The author studies the finite-dimensional distributions of the solution to an infinite-dimensional Banach space valued stochastic differential equation. He uses the Malliavin calculus to derive conditions under which the finite-dimensional distributions admit smooth densities with respect to Lebesgue measure.
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finite-dimensional distributions
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infinite-dimensional Banach space valued stochastic differential equation
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Malliavin calculus
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0.9189383
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