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Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations
| Content Provider | Scilit |
|---|---|
| Author | Lanconelli, Alberto |
| Copyright Year | 2019 |
| Description | Journal: Journal of Mathematical Analysis and Applications |
| Related Links | http://arxiv.org/pdf/1901.02760 |
| ISSN | 0022247X |
| DOI | 10.1016/j.jmaa.2019.123557 |
| Journal | Journal of Mathematical Analysis and Applications |
| Issue Number | 2 |
| Volume Number | 482 |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2019-10-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Mathematical Analysis and Applications Stochastic Differential Equations Wong-zakai Approximation Malliavin Calculus |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Analysis |