On the existence of solutions with smooth density of stochastic differential equations in plane

DOI10.1007/BF02583269zbMath0789.60046MaRDI QIDQ5288746

Xian Yin Zhou

Publication date: 17 August 1993

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculustwo-parameter Wiener processHörmander conditionsmooth density

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Unnamed Item
• Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients
• Differentiation formulas for stochastic integrals in the plane
• Malliavin calculus for two-parameter Wiener functionals

This page was built for publication: On the existence of solutions with smooth density of stochastic differential equations in plane