Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift (Q2211289)
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scientific article
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| English | Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift |
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Statements
Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift (English)
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11 November 2020
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SDEs
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compactness criterion
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irregular drift
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Malliavin calculus
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stochastic flows
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Sobolev derivative
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0.8537448048591614
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0.833146870136261
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0.8282957673072815
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0.8279408812522888
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0.8249607086181641
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