论文标题
MALLIAVIN的可不同性和密度的规律性在半线性随机延迟方程中由加权分数布朗运动驱动
Malliavin differentiability and regularity of densities in semi-linear stochastic delay equations driven by weighted fractional Brownian motion
论文作者
论文摘要
在这项工作中，我们将展示解决方案的解决方案的存在和独特性，该方程是由加权分数布朗运动延迟驱动的。我们还证明了解决方案密度相对于Lebesgue在r^d上的度量的平滑度，即$ d \ geq 1 $。
In this work, we will show the existence and uniqueness of the solution to the semi linear stochastic differential equations driven by weighted fractional Brownian motion with delay. We also prove smoothness of the density of the solution with respect to Lebesgue's measure on R^d for $d \geq 1$.
