A Regularity Condition for Non-Markovian Solutions of Stochastic Differential Equations in the Plane

DOI10.1002/mana.19901490109zbMath0722.60060OpenAlexW2036456776MaRDI QIDQ3209950

Rainer Buckdahn

Publication date: 1990

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19901490109

zbMATH Keywords

Malliavin calculussmooth densitytwo-parameter stochastic differential equations

Mathematics Subject Classification ID

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

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Cites Work

• The Malliavin calculus
• Existence of strong solutions for stochastic differential equations in the plane
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus