Differentiability of SDEs with drifts of super-linear growth (Q1721995): Difference between revisions
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Revision as of 04:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiability of SDEs with drifts of super-linear growth |
scientific article |
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Differentiability of SDEs with drifts of super-linear growth (English)
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14 February 2019
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Malliavin calculus
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parametric differentiability
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monotone growth SDE
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one-sided Lipschitz
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Bismut-Elworthy-Li formula
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