Smoothness of directed chain stochastic differential equations

DOI10.1214/24-ejp1192MaRDI QIDQ6620095

Ming Min, Tomoyuki Ichiba

Publication date: 16 October 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

smoothnesspartial Malliavin calculusdiffusions on graphsdirected chain stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

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