Malliavin differentiability and regularity of densities in semi-linear stochastic delay equations driven by weighted fractional Brownian motion
Abstract
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 $d \geq 1$.
Fields of Study & Subjects
Stochastic processes and financial applications
Stochastic processes and statistical mechanics
Fractional Differential Equations Solutions
Publication details
- Journal / source
- Probability and Mathematical Statistics
- Publisher
- Politechnika Wroclawska Oficyna Wydawnicza
- Volume
- 46
- Issue
- 1
- Publication date
- 1 January 2026
- Language
- EN