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math.PR2016★ 1 cited
Absolute Continuity of the Laws of the Solutions to Parabolic SPDEs with Two Reflecting Walls
Wen Yue
In this paper, we focus on the existence of the density for the law of the solutions to parabolic stochastic partial differential equations with two reflecting walls. The main tool…
math.PR2016
Smooth densities of the laws of perturbed diffusion processes
Lihu Xu, Wen Yue, Tusheng Zhang
Under some regularity conditions on , and , we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t σ(X_s…