Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (Q2359703): Difference between revisions

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Latest revision as of 01:03, 14 July 2024

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Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
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    Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (English)
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    22 June 2017
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    stochastic differential equations
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    densities
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    regularity
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    irregular drift
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    stochastic control
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