Application of Malliavin calculus to a class of stochastic differential equations |
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| Authors: | Minh Duc Nguyen Nualart D Sanz M |
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| Institution: | (1) Institute of Computer Science and Cybernetics, Nghia Do-Tu Liem, Hanoi, R.S. Vietnam;(2) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007 Barcelona, Spain |
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| Abstract: | Summary In this article we deal with stochastic differential equations driven by an infinite dimensional Brownian motion. Under some non-degeneracy conditions, the existence and smoothness of the density for the law of the solution is proved.The work of Nguyen Minh Duc was done during a stay at the University of Barcelona (Spain)The work of D. Nualart and M. Sanz has been supported by the Grant of the C.Y.C.I.T. number PB86-0238 |
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