Existence of Densities and their Regularity for Solutions of Stochastic Differential Equations by Malliavin Calculus

dc.contributor.authorKusuoka, Seiichiro / 楠岡, 誠一郎en_US
dc.date.accessioned2014-05-09T07:09:03Z
dc.date.available2014-05-09T07:09:03Z
dc.date.issued2010-09-21en_US
dc.description博士(理学), 2010, 基礎理工学en_US
dc.identifier.urihttp://iroha.scitech.lib.keio.ac.jp:8080/sigma/handle/10721/2523
dc.publisher慶應義塾大学理工学研究科en_US
dc.subjectマリアヴァン解析ja
dc.subject確率微分方程式ja
dc.subject密度関数ja
dc.subject滑らかさja
dc.subjectMalliavin Calculusen
dc.subjectStochastic differential equationen
dc.subjectdensity functionen
dc.subjectregularityen
dc.titleExistence of Densities and their Regularity for Solutions of Stochastic Differential Equations by Malliavin Calculusen_US
dc.title.alternativeマリアヴァン解析による確率微分方程式の解の密度関数の存在とその滑らかさen_US
dc.type学位論文en_US

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