Korean Journal of Mathematics
- Volume 5 Issue 2
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- Pages.199-209
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- 1997
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- 1976-8605(pISSN)
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- 2288-1433(eISSN)
DENSITY OF SEMIMARTINGALE IN CANONICAL STOCHASTIC DIFFERENTIAL EQUATION
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Oh, Jae-Pill
(Department of Mathematics Kangwon National University)
- Received : 1997.07.02
- Published : 1997.09.30
Abstract
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.