Absolute continuity of distributions of solutions of anticipating stochastic differential equations

DOI10.1016/0022-1236(91)90037-6zbMath0727.60061OpenAlexW1964643901MaRDI QIDQ803647

Takao Masuda

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0022-1236(91)90037-6

zbMATH Keywords

Malliavin calculusabsolute continuitystochastic differential equation with anticipating initial value and drift coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Logarithmic estimates for the density of an anticipating stochastic differential equation

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• Stochastic calculus with anticipating integrands
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Derivatives of Wiener functionals and absolute continuity of induced measures
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]