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Acta Mathematica Sinica

, Volume 5, Issue 2, pp 97–100 | Cite as

On the existence of density of the law of a Wiener functional

  • Yan Jiaan
Article

Abstract

In this note we improve a recent result of Nualart and Zakai [1] on the existence of density of the law of a Wiener functional.

Keywords

Recent Result 
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References

  1. [1]
    Nualart, D. and Zakai, M., Generalized Stochastic Integrals and the Malliavin Calculus.Probab. Theory and Rel Fields,73 (1986), 255–280.CrossRefGoogle Scholar
  2. [2]
    Sugita, H., Sobolev spaces of Wiener functionals and Malliavin calculus,J. Math. Kyoto Univ.,25 (1985), 31–48.Google Scholar
  3. [3]
    Malliavin, P., Stochastic Calculus of Variations and Hypoelliptic Operators,Proc. of Intern. Symp. D. Equs., Kyoto, 1976 (ed. by K. Ito), 1978, 195–263.Google Scholar
  4. [4]
    Bismut, J. M., Martingales, the Malliavin Calculus and Hypoellipticity Under General Hormander's Conditions Z. Wahrsch., Vol.56, 1981, 469–505.CrossRefGoogle Scholar

Copyright information

© Springer-Verlag 1989

Authors and Affiliations

  • Yan Jiaan
    • 1
  1. 1.Institute of Applied MathematicsAcademia SinicaChina

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