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Positivity Theorem for a Stochastic Delay Equation on a Manifold

Positivity Theorem for a Stochastic Delay Equation on a Manifold We consider a nondegenerated stochastic delay manifold on a compact manifold. We show that we can apply Malliavin calculus in order to show that its law has a strictly positive density. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

Positivity Theorem for a Stochastic Delay Equation on a Manifold

Acta Applicandae Mathematicae , Volume 78 (3) – Oct 19, 2004

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References (26)

Publisher
Springer Journals
Copyright
Copyright © 2003 by Kluwer Academic Publishers
Subject
Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1023/A:1025749919561
Publisher site
See Article on Publisher Site

Abstract

We consider a nondegenerated stochastic delay manifold on a compact manifold. We show that we can apply Malliavin calculus in order to show that its law has a strictly positive density.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Oct 19, 2004

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