Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes
Probability
2013-05-06 v1
Abstract
In this paper, we prove that the laws of perturbed diffusion processes and perturbed reflected diffusion processes are absolutely continuous with respect to the Lebesgue measure. The main tool we use is the Malliavin calculus.
Keywords
Cite
@article{arxiv.1305.0713,
title = {Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes},
author = {Wen Yue and Tusheng Zhang},
journal= {arXiv preprint arXiv:1305.0713},
year = {2013}
}
Comments
23 pages