Estimation of the density of a strongly degenerated diffusion. Study of an example

DOI10.1215/kjm/1250519341zbMath0790.60049OpenAlexW2098814514MaRDI QIDQ1261739

Patrick Florchinger, Rémi Léandre

Publication date: 20 June 1994

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519341

zbMATH Keywords

hypoellipticityGirsanov's transformationexistence of a smooth densityHörmander type conditionMalliavin calculus techniquestrongly degenerate diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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