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Bibliographic Details
Main Author: Anton, Cristina
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.19482
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Table of Contents:
  • We study Malliavin differentiability for the solutions of a stochastic differential equation with drift of super-linear growth. Assuming we have a monotone drift with polynomial growth, we prove Malliavin differentiability of any order. As a consequence of this result, under the Hörmander's hypothesis we prove that the density of the solution's law with respect to the Lebesgue measure is infinitely differentiable. To avoid non-integrability problems due to the unbounded drift, we follow an approach based on the concepts of Ray Absolute Continuity and Stochastic Gateâux Differentiability.