Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point

DOI10.1007/BF01204706zbMath0847.60043OpenAlexW2115776692MaRDI QIDQ1913862

Yanyan Li

Publication date: 30 September 1996

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01204706

zbMATH Keywords

Malliavin calculushyperbolic stochastic partial differential equationstwo-parameter representable semimartingales

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic differential equations on the plane: Smoothness of the solution
• The Malliavin calculus
• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Random nonlinear wave equations: Smoothness of the solutions
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Dirichlet forms and analysis on Wiener space
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Integration by parts and time reversal for diffusion processes
• Nonlinear stochastic integral equations in the plane
• Generalized multiple stochastic integrals and the representation of wiener functionals
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• Malliavin calculus for two-parameter Wiener functionals

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