96
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Existence and regularity of density for solutions to stochastic differential equations with boundary conditions

&
Pages 1-22 | Published online: 02 May 2007

References

  • Caballero , M. E. , Fernández , B. and Nualart , D. 1995 . Smoothness of distributions for solutions of anticipating stochastic differential equations . Stochastics and Stochastics Reports , 52 : 303 – 322 .
  • Donati-Martin , C. 1991 . Equations différentielles stochastiques dans avec conditions aux bords . Stochastics and Stochastics Report , 35 : 143 – 173 .
  • Dunford and Schwartz . 1964 . “ Linear Operators, Part II ” . In Pure and Applied Mathematics , A Series of Texts and Monographs Intescience Pub .
  • Ferrante , M. , Kohatsu-Higa , A. and Sanz-Solé , M. 1996 . Strong approximations for stochastic differential equations with boundary conditions . Stochastic Processes and their Applications , 61 : 323 – 337 .
  • Garnier , J. 1995 . Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions . Probability Theory and Related Fields , 102 : 249 – 271 .
  • Masuda , T. 1992 . Absolute continuity of distributions of solutions of anticipating stochastic differential equations . J. Funct. Anal. , 95 : 414 – 432 .
  • Millet , A. , Nualart , D. and Sanz-Solé , M. 1992 . Large deviations for a class of anticipating stochastic differential equations . Ann. Probab. , 20 : 1902 – 1931 .
  • Nualart , D. and Pardoux , E. 1991 . Boundary value problems for stochastic differential equations . Ann. Probab. , 19 ( 3 ) : 1118 – 1144 .
  • Nualart , D. 1995 . “ Malliavin Calculus and Related Topics ” . Springer-Verlag .
  • Ocone , D. and Pardoux , E. 1989 . Linear Stochastic Differential Equations withboundary conditions . Probab. Th. Rel. Fields , 82 : 489 – 526 .
  • Ocone , D. and Pardoux , E. 1989 . A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations . Ann. Inst. Henri Poincaré , 25 : 39 – 71 .
  • Rovira , C. and Sanz-Solé , M. 1995 . “ Anticipating stochastic differential equations:regularity of the law ” . Mathematics Preprint Series 178 Universitat de Barcelona .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.