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

作者：Yue Wen^*; Zhang Tusheng

来源：Journal of Theoretical Probability, 2015, 28(2): 587-618.

DOI：10.1007/s10959-013-0499-7

• Perturbed diffusion processes
• Perturbed reflected diffusion processes
• Malliavin differentiability
• Absolute continuity
• Comparison theorem

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.

• 出版日期2015-6