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1984

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/151439

Malliavin calculus for two-parameter Wiener functionals

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Abstract

In this paper we apply the Malliavin Calculus to deduce the existence and smoothness of density for the solution of stochastic differential equations with respect to a multidimensional two-parameter Wiener process.

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Preprint enviat per a la seva publicació en una revista científica: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete; volume 70, pages 573–590 (1985)

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Càlcul de variacions

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Universitat de Barcelona. Institut de Matemàtica

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Preprints de Matemàtiques - Mathematics Preprint Series

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NUALART, David and SANZ-SOLÉ, Marta. Malliavin calculus for two-parameter Wiener functionals. [consulted: 5 of October of 2026]. Available at: https://hdl.handle.net/2445/151439

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