University of Khartoum

Densities of Distributions of Solutions to Delay Stochastic Differential Equations with Discontinuous Initial Data (Part Ii)

Densities of Distributions of Solutions to Delay Stochastic Differential Equations with Discontinuous Initial Data (Part Ii)

Show full item record

Title: Densities of Distributions of Solutions to Delay Stochastic Differential Equations with Discontinuous Initial Data (Part Ii)
Author: Ahmed, Tagelsir A.; Van Casteren, Jan A.
Abstract: In the present work we have gone a step forward towards integration by part of higher order Malliavin derivatives by formulating and extending some formulas and results on Malliavin calculus and ordinary stochastic differential equations to include delay stochastic differential equations as well as ordinary SDE’s. Here we have also stated clearly what we mean by the Malliavin derivatives and densities of distributions of the solutions process for delay stochastic differential equations which we are considering.
URI: http://khartoumspace.uofk.edu/123456789/24757


Files in this item

Files Size Format View

This item appears in the following Collection(s)

Show full item record

Share

Search DSpace


Browse

My Account