Title：Density for stochastic functional differential equations
Prof. Atsushi Takeuchi (Osaka City University)
Abstract：Consider stochastic functional differential equations,
whose coefficients of the noise terms satisfy the uniformly elliptic
conditions. Applying the Malliavin calculus on the Wiener space to
the solution process, which is non-Markovian, we shall study the
sensitivity and the error estimate on the density. The integration
by parts formula and the representation of the density via the Riesz
transform play crucial roles in our argument.