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On the existence of density of the law of a Wiener functional

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Abstract

In this note we improve a recent result of Nualart and Zakai [1] on the existence of density of the law of a Wiener functional.

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References

  1. Nualart, D. and Zakai, M., Generalized Stochastic Integrals and the Malliavin Calculus.Probab. Theory and Rel Fields,73 (1986), 255–280.

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  2. Sugita, H., Sobolev spaces of Wiener functionals and Malliavin calculus,J. Math. Kyoto Univ.,25 (1985), 31–48.

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  3. Malliavin, P., Stochastic Calculus of Variations and Hypoelliptic Operators,Proc. of Intern. Symp. D. Equs., Kyoto, 1976 (ed. by K. Ito), 1978, 195–263.

  4. Bismut, J. M., Martingales, the Malliavin Calculus and Hypoellipticity Under General Hormander's Conditions Z. Wahrsch., Vol.56, 1981, 469–505.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Academia Sinica, China

    Yan Jiaan

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  1. Yan Jiaan
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This work was supported by the Science Fund of the Chinese Academy of Sciences.

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Jiaan, Y. On the existence of density of the law of a Wiener functional. Acta Mathematica Sinica 5, 97–100 (1989). https://doi.org/10.1007/BF02107663

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  • DOI: https://doi.org/10.1007/BF02107663

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