DENSITIES OF DISTRIBUTIONS OF SOLUTIONS TO DELAY STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS INITIAL DATA ( PART II)
Journal Title: International Journal of Engineering Sciences & Research Technology - Year 30, Vol 5, Issue 3
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.
Authors and Affiliations
Tagelsir A. Ahmed*,
Keywords
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- DOI 10.5281/zenodo.47697
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