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

Wen Yue; Tusheng Zhang

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arXiv · 1305.0713

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

Wen Yue·Tusheng Zhang

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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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Wen Yue, Tusheng Zhang. 2013-05-03. Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes. https://arxiv.org/abs/1305.0713

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