Korean Journal of Mathematics

  • 제5권1호
  • /
  • Pages.91-106
  • /
  • 1997
  • /
  • 1976-8605(pISSN)
  • /
  • 2288-1433(eISSN)
강원경기수학회 (The Kangwon-Kyungki Mathematical Society)
권호 표지

DENSITY OF SEMIMARTINGALE DERIVEN BY CANONICAL STOCHASTIC DIFFERENTIAL EQUATION

  • Oh, Jae-Pill (Department of Mathematics Kangwon National University)
  • 투고 : 1997.01.31
  • 발행 : 1997.02.28
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초록

The existence and the smoothness of density of random variables which are solutions of the canonical stochastic differential equation can be proved by simpler conditions in the Malliavin-Bismut method.

키워드

과제정보

연구 과제 주관 기관 : Kangwon National University