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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/152108
Stochastic Volterra equations in the plane: smoothness of the law
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We 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.
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Preprint 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]
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ROVIRA ESCOFET, Carles and SANZ-SOLÉ, Marta. Stochastic Volterra equations in the plane: smoothness of the law. [consulted: 7 of October of 2026]. Available at: https://hdl.handle.net/2445/152108