Malliavin calculus for degenerate stochastic functional differential equations

DOI10.1007/s10440-007-9121-2zbMath1122.34064OpenAlexW2025546709MaRDI QIDQ996762

Atsushi Takeuchi

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9121-2

Mathematics Subject Classification ID

Related Items (5)

Density estimates for solutions of stochastic functional differential equations ⋮ Asymptotic behavior of densities for stochastic functional differential equations ⋮ A Hörmander condition for delayed stochastic differential equations ⋮ Smoothness of densities for path-dependent SDEs under Hörmander's condition ⋮ Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation

Cites Work

• Smooth densities for degenerate stochastic delay equations with hereditary drift
• On stationary solutions of a stochastic differential equation
• The Malliavin Calculus and Related Topics
• Simplified probabilistic approach to the Hörmander theorem
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