Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (Q2359703)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients |
scientific article |
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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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