14 citations · 47 across the 27 of their papers we have counts for
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math.PR2014★ 1 cited
Smoothness of the joint density for spatially homogeneous SPDEs
Yaozhong Hu, Jingyu Huang, David Nualart +1
In this paper we consider a general class of second order stochastic partial differential equations on driven by a Gaussian noise which is white in time and it has a…
math.PR2014
Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching
Xiaobin Sun, Yingchao Xie
In this paper we consider a class of stochastic differential equations driven by subordinate Brownian motion with Markovian switching. We use Malliavin calculus to study the smooth…
math.PR2014★ 1 cited
Smoothness of density for stochastic differential equations with Markovian switching
Yaozhong Hu, David Nualart, Xiaobin Sun +1
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 sol…