APPLICATIONS OF THE INTEGRATION BY PARTS FORMULA I

Authors

  • Tagelsir A. Ahmed Department of Pure Mathematics, Faculty of Mathematical Science, University of Khartoum, B.O.Box 321, Khartoum, Sudan Author
  • Van Casteren, Jan A. Department of Mathematics and Computer Science, University of Antwerp (UA), Middelheimlaan 1, 2020 Antwerp Author

Keywords:

Stochastic Differential Equations, Malliavin Calculus, Euler Scheme for delay SDE’s, Integrationby Parts, Densities of Distributions

Abstract

In the present work we have established some applications of the integration by parts formula which enables tolay the foundations of the study of regularity properties of the distributions of the solution process of stochasticdelay equation.

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Published

2016-07-31

Issue

Vol. 3 No. 7 (2016): July

Section

Articles