Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process (Q1995755)
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scientific article; zbMATH DE number 7315360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process |
scientific article; zbMATH DE number 7315360 |
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Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process (English)
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25 February 2021
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absolute continuity
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reflected stochastic differential equations
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maximum process
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Malliavin calculus
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local time
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