| APPLICATIONS OF MALLIAVIN CALCULUS TO STOCHASTIS DIFFERENTIAL EQUATIONS WITH TIME-DEPENDENT COEFFICIENTS |
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| 作者姓名： | 陈木法 周先银 |
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| 作者单位： | Beijing Normal University，Beijing，Beijing Normal University，Beijing |
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| 基金项目： | The project supported by National Natural Science Foundation of China Crant 18971061 |
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| 摘 要： | In this paper, we apply Malliavin calculus to discuss when the solutions of stochastic differen-tial equations (SDE's) with time-dependent coefficients have smooth density. Under Hormander'scondition,we conclude that the solutions of the SDE's have smooth density. As a consequence,we get the hypoellipticity for inhomogeneous differential operators.
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