Existence of Densities and their Regularity for Solutions of Stochastic Differential Equations by Malliavin Calculus
dc.contributor.author | Kusuoka, Seiichiro / 楠岡, 誠一郎 | en_US |
dc.date.accessioned | 2014-05-09T07:09:03Z | |
dc.date.available | 2014-05-09T07:09:03Z | |
dc.date.issued | 2010-09-21 | en_US |
dc.description | 博士(理学), 2010, 基礎理工学 | en_US |
dc.identifier.uri | http://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.subject | Malliavin Calculus | en |
dc.subject | Stochastic differential equation | en |
dc.subject | density function | en |
dc.subject | regularity | en |
dc.title | Existence of Densities and their Regularity for Solutions of Stochastic Differential Equations by Malliavin Calculus | en_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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