## Assessment of Densities of Distributions of Solutions to Delay Stochastic Differential Equations with Discontinuous Initial Data (Part I)

The goal of this research is to show that the Integration by Parts formula we developed in this paper can be used to expand all...

## Determining the Densities of Distributions of Solutions to Delay Stochastic Differential Equations with Discontinuous Initial Data

By formulating and extending some formulas and results on Malliavin calculus and ordinary stochastic differential equations to include delay stochastic differential equations as well as...

## Study on Integration by Parts Formula Involving Malliavin Derivatives and Solutions to Delay SDE’S

Under suitably generic conditions, we derive an integration by parts formula using the space variable and the delay variable in this section. This formula is...