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Malliavin calculus for two-parameter Wiener functionals.
- Source :
- Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete; 1985, Vol. 70 Issue 4, p573-590, 18p
- Publication Year :
- 1985
-
Abstract
- In this paper we apply the Malliavin Calculus to deduce the existence and smoothness of density for the solution of stochastic differential equations with respect to a multidimensional two-parameter Wiener process. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00443719
- Volume :
- 70
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete
- Publication Type :
- Academic Journal
- Accession number :
- 72645580
- Full Text :
- https://doi.org/10.1007/BF00531868