Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process
type: Item
instance of: scholarly article
title: Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process
zbMATH Open document ID: 1470.60171
author: Hua Zhang
published in: Journal of Mathematical Analysis and Applications
publication date: 2021-02-25T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 7315360
zbMATH Keywords: absolute continuity
zbMATH Keywords: reflected stochastic differential equations
zbMATH Keywords: maximum process
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: local time
MaRDI profile type: Publication
full work available at URL: j.jmaa.2020.124692
OpenAlex ID: W3092846108
Wikidata QID: Q115345901
cites work: Stochastic partial differential equations with reflection and Malliavin calculus
cites work: Perturbed Skorohod equations and perturbed reflected diffusion processes
cites work: Absolute continuity for some one-dimensional processes
cites work: Q1099492
cites work: Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections)
cites work: Absolute continuity of the laws of a multi-dimensional stochastic differential equation with coefficients dependent on the maximum
cites work: The Malliavin Calculus and Related Topics
cites work: Q4226355
cites work: Q4821976
cites work: Quasilinear stochastic elliptic equations with reflection: The existence of a density
cites work: Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
DOI: 10.1016/J.JMAA.2020.124692
description: scientific article; zbMATH DE number 7315360