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Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes

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Abstract

In this paper, we prove that the laws of perturbed diffusion processes and perturbed reflected diffusion processes are absolutely continuous with respect to the Lebesgue measure. The main tool we use is the Malliavin calculus.

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Authors and Affiliations

  1. Department of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL, England, UK

    Wen Yue & Tusheng Zhang

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  1. Wen Yue
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  2. Tusheng Zhang
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Correspondence to Wen Yue.

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Yue, W., Zhang, T. Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes. J Theor Probab 28, 587–618 (2015). https://doi.org/10.1007/s10959-013-0499-7

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  • DOI: https://doi.org/10.1007/s10959-013-0499-7

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