Existence and regularitystudy for two-dimensional Kac equation without cutoff by a probabilistic approach

Citation
Fournier, Nicolas, Existence and regularitystudy for two-dimensional Kac equation without cutoff by a probabilistic approach, Annals of applied probability , 10(2), 2000, pp. 434-462
ISSN journal
10505164
Volume
10
Issue
2
Year of publication
2000
Pages
434 - 462
Database
ACNP
SICI code
Abstract
We consider a two-dimensional Kac equation without cutoff,which we relate to a stochastic differential equation.We prove the existence of a solution for this SDE, and we use the Malliavin calculus (or stochastic calculus of variations) to prove that the law of this solution admits a smooth density with respect to the Lebesgue measure on R2.This density satisfies the Kac equation.