Absolute continuity of the law for solutions of stochastic differential equations with boundary noise

DOI10.1142/S0219493717500459zbMath1372.60087arXiv1606.03850OpenAlexW3104656345MaRDI QIDQ5361984

Stefano Bonaccorsi, Margherita Zanella

Publication date: 29 September 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.03850

zbMATH Keywords

fractional Brownian motiondensity of the solutionstochastic boundary condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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