Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (Q1621711)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle |
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Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle (English)
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9 November 2018
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strong solutions of SDEs
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Malliavin calculus
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Kolmogorov equation
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Bismut-Elworthy-Li formula
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singular drift coefficient
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