Abstract
One of the outstanding applications of Malliavin calculus is the criterion of regularity of the law of a functional on the Wiener space (presented in Section 2.3). The functional involved in such a criterion has to be regular in Malliavin sense, i.e., it has to belong to the domain of the differential operators in this calculus. As long as solutions of stochastic equations are concerned, this amounts to regularity properties of the coefficients of the equation.
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© 2016 Springer International Publishing Switzerland
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Bally, V., Caramellino, L. (2016). Regularity of probability laws by using an interpolation method. In: Utzet, F., Vives, J. (eds) Stochastic Integration by Parts and Functional Itô Calculus. Advanced Courses in Mathematics - CRM Barcelona. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-27128-6_3
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DOI: https://doi.org/10.1007/978-3-319-27128-6_3
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-27127-9
Online ISBN: 978-3-319-27128-6
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