Can I read Smoothness of density for stochastic differential equations with Markovian switching on EtoBox?

Smoothness of density for stochastic differential equations with Markovian switching by Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao is a scholarly article available to read on EtoBox.

What is Smoothness of density for stochastic differential equations with Markovian switching about?

This paper is concerned with a class of stochastic differential equations with Markovian switching. The Malliavin calculus is used to study the smoothness of the density of the solution under a H\"{o}rmander type condition. Furthermore, we obtain a Bismut type formula which is used to establish the strong Feller property.

Author

Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao

Published

2014

Language

EN