Acknowledgement
Supported by : Kangwon National University
Korean Journal of Mathematics
- Volume 5 Issue 1
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- Pages.91-106
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- 1997
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- 1976-8605(pISSN)
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- 2288-1433(eISSN)
DENSITY OF SEMIMARTINGALE DERIVEN BY CANONICAL STOCHASTIC DIFFERENTIAL EQUATION
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Oh, Jae-Pill
(Department of Mathematics Kangwon National University)
- Received : 1997.01.31
- Published : 1997.02.28
Abstract
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.