Anticipating stochastic differential equations: Regularity of the law

DOI10.1006/jfan.1996.2972zbMath0877.60038OpenAlexW2064411539MaRDI QIDQ677474

Marta Sanz-Solé, Carles Rovira

Publication date: 7 December 1997

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1996.2972

zbMATH Keywords

Malliavin calculusdensityHörmander conditionstochastic differential equation with anticipating initial condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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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