Existence of densities for stochastic evolution equations driven by fractional Brownian motion
DOI10.1142/S021949372150009XzbMath1477.60082arXiv1902.08106OpenAlexW3080276054MaRDI QIDQ4965644
Jorge A. de Nascimento, Alberto Ohashi
Publication date: 9 March 2021
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.08106
fractional Brownian motionMalliavin calculusstochastic partial differential equationsHörmander's theorem
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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