Smoothness of distributions for solutions of anticipating stochastic differential equations

DOI10.1080/17442509508833978zbMath0864.60040OpenAlexW2044578968MaRDI QIDQ4890054

David Nualart, Maria-Emilia Caballero, Begoña Fernández Fernández

Publication date: 15 June 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833978

zbMATH Keywords

Malliavin calculusstochastic differential equationsanticipating initial data

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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Good rough path sequences and applications to anticipating stochastic calculus ⋮ Logarithmic estimates for the density of an anticipating stochastic differential equation

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