1. Dipòsit Digital de la Universitat de Barcelona
  2. Institucional
  3. Facultat de Matemàtiques i Informàtica
  4. Preprints de Matemàtiques - Mathematics Preprint Series
Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/152108
Full metadata record
DC FieldValueLanguage
dc.contributor.authorRovira Escofet, Carles-
dc.contributor.authorSanz-Solé, Marta-
dc.date.accessioned2020-03-05T16:05:21Z-
dc.date.available2020-03-05T16:05:21Z-
dc.date.issued1997-
dc.identifier.urihttp://hdl.handle.net/2445/152108-
dc.descriptionPreprint enviat per a la seva publicació en una revista científica: Stochastic Analysis and Applications, 2002, Vol. 19, Núm. 6, pp. 983-1004. [https://doi.org/10.1081/SAP-120000757]ca
dc.description.abstractWe give sufficient conditions ensuring the smoothness of the density for the law of the solution of Volterra equations in the plane. One of the motivations for the study of such class of equations is provided by non-linear hyperbolic stochastic partial differential equations appearing in the construction of some path-valued processes on manifolds. The proof is based on Malliavin Calculus.ca
dc.format.extent15 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 37.21]-
dc.relation.ispartofseriesMathematics Preprint Series; 226ca
dc.rights(c) Carles Rovira et al., 1997-
dc.sourcePreprints de Matemàtiques - Mathematics Preprint Series-
dc.subject.classificationCàlcul de Malliavin-
dc.subject.classificationEquacions diferencials estocàstiques-
dc.subject.classificationEquacions integrals estocàstiques-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleStochastic Volterra equations in the plane: smoothness of the lawca
dc.typeinfo:eu-repo/semantics/articleca
dc.typeinfo:eu-repo/semantics/submittedVersion-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
Appears in Collections:Preprints de Matemàtiques - Mathematics Preprint Series

Files in This Item:
File Description SizeFormat 
MPS_N226.pdf889.98 kBAdobe PDFView/Open
Show simple item record


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.