Existence of Densities and their Regularity for Solutions of Stochastic Differential Equations by Malliavin Calculus
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Date
2010-09-21
Authors
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Journal ISSN
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Publisher
慶應義塾大学理工学研究科
Abstract
Description
博士（理学）, 2010, 基礎理工学
Keywords
マリアヴァン解析, 確率微分方程式, 密度関数, 滑らかさ, Malliavin Calculus, Stochastic differential equation, density function, regularity