Stochastic volterra equations in the plane: smoothness of the law

DOI10.1081/SAP-120000757zbMath0991.60052OpenAlexW1979203638MaRDI QIDQ2765176

Carles Rovira, Marta Sanz-Solé

Publication date: 14 August 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120000757

zbMATH Keywords

Malliavin calculusnonlinear hyperbolic stochastic partial differential equationssmoothness of the density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

• Unnamed Item
• Volterra equations driven by semimartingales
• The law of the solution to a nonlinear hyperbolic SPDE
• Small perturbations in a hyperbolic stochastic partial differential equation
• Twisted sheets
• The probability of small Gaussian ellipsoids and associated conditional moments

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