Stochastic functional differential equations and sensitivity to their initial path

DOI10.1007/978-3-030-01593-0_2zbMath1408.60042arXiv1701.06155OpenAlexW2580996404MaRDI QIDQ1733943

David R. Baños, Hannes Haferkorn, Giulia Di Nunno, Frank Norbert Proske

Publication date: 22 March 2019

Full work available at URL: https://arxiv.org/abs/1701.06155

zbMATH Keywords

Malliavin derivativerandomisation of the initial condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50)

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