Application of Malliavin calculus to a class of stochastic differential equations (Q1826212)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Application of Malliavin calculus to a class of stochastic differential equations |
scientific article; zbMATH DE number 4122984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Malliavin calculus to a class of stochastic differential equations |
scientific article; zbMATH DE number 4122984 |
Statements
Application of Malliavin calculus to a class of stochastic differential equations (English)
0 references
1990
0 references
See the preview in Zbl 0671.60054.
0 references
infinite dimensional Brownian motion
0 references
existence and smoothness of
0 references
the density
0 references
Malliavin calculus
0 references
Hörmander's theorem
0 references
