Smoothness of Densities of Generalized Locally Non-Degenerate Wiener Functionals (Q2844030)
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scientific article; zbMATH DE number 6201900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothness of Densities of Generalized Locally Non-Degenerate Wiener Functionals |
scientific article; zbMATH DE number 6201900 |
Statements
Smoothness of Densities of Generalized Locally Non-Degenerate Wiener Functionals (English)
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27 August 2013
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Malliavin calculus
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smoothness of densities
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non-degeneracy
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stochastic differential equations
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square root-type dispersion coefficient
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