Korean Journal of Mathematics

  • 제5권2호
  • /
  • Pages.199-209
  • /
  • 1997
  • /
  • 1976-8605(pISSN)
  • /
  • 2288-1433(eISSN)
강원경기수학회 (The Kangwon-Kyungki Mathematical Society)
권호 표지

DENSITY OF SEMIMARTINGALE IN CANONICAL STOCHASTIC DIFFERENTIAL EQUATION

  • Oh, Jae-Pill (Department of Mathematics Kangwon National University)
  • 투고 : 1997.07.02
  • 발행 : 1997.09.30
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초록

The existence and the smoothness of densities of random variables, which are generated by the canonical stochastic differential equation, can be proved by the Malliavin - Bismut method.

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