Differentiability of SDEs with drifts of super-linear growth (Q1721995)
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| English | Differentiability of SDEs with drifts of super-linear growth |
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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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0.8042221665382385
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0.7955178618431091
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0.7871797680854797
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0.7781914472579956
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0.7774771451950073
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