Summary
In this article we deal with stochastic differential equations driven by an infinite dimensional Brownian motion. Under some non-degeneracy conditions, the existence and smoothness of the density for the law of the solution is proved.
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The work of Nguyen Minh Duc was done during a stay at the University of Barcelona (Spain)
The work of D. Nualart and M. Sanz has been supported by the Grant of the C.Y.C.I.T. number PB86-0238
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Minh Duc, N., Nualart, D. & Sanz, M. Application of Malliavin calculus to a class of stochastic differential equations. Probab. Th. Rel. Fields 84, 549–571 (1990). https://doi.org/10.1007/BF01198319
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DOI: https://doi.org/10.1007/BF01198319
Keywords
- Differential Equation
- Stochastic Process
- Brownian Motion
- Probability Theory
- Mathematical Biology