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Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes

Published 3 May 2013 in math.PR | (1305.0713v1)

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.

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Authors (2)

  1. Wen Yue 
  2. Tusheng Zhang 

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