Smooth densities for degenerate stochastic delay equations with hereditary drift

DOI10.1214/aop/1176987807zbMath0852.60063OpenAlexW1986712985MaRDI QIDQ1917207

Salah-Eldin A. Mohammed, Denis R. Bell

Publication date: 2 December 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176987807

zbMATH Keywords

Malliavin calculussmooth densitieshereditary delay systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (9)

Density estimates for solutions of stochastic functional differential equations ⋮ A Hörmander condition for delayed stochastic differential equations ⋮ Smoothness of densities for path-dependent SDEs under Hörmander's condition ⋮ Influences of time delay and noise on the chaotic motion of a bistable system ⋮ Tamed EM scheme of neutral stochastic differential delay equations ⋮ ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS ⋮ Malliavin calculus for degenerate stochastic functional differential equations ⋮ Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation ⋮ Stochastic delay equations with hereditary drift: Estimates of the density

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