Stochastic volterra equations in the plane: smoothness of the law
type: Item
instance of: scholarly article
title: Stochastic volterra equations in the plane: smoothness of the law
zbMATH Open document ID: 0991.60052
DOI: 10.1081/SAP-120000757
author: Carles Rovira
author: Marta Sanz-Solé
published in: Stochastic Analysis and Applications
publication date: 2002-08-14T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1694195
zbMATH Keywords: smoothness of the density
zbMATH Keywords: nonlinear hyperbolic stochastic partial differential equations
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
cites work: Small perturbations in a hyperbolic stochastic partial differential equation
cites work: The probability of small Gaussian ellipsoids and associated conditional moments
cites work: Twisted sheets
cites work: Q4842684
cites work: Volterra equations driven by semimartingales
cites work: The law of the solution to a nonlinear hyperbolic SPDE
full work available at URL: sap-120000757
OpenAlex ID: W1979203638
reviewed by: Rimas Norvaiša
description: scientific article; zbMATH DE number 1694195