On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients (Q2253286)
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scientific article; zbMATH DE number 6320850
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| English | On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients |
scientific article; zbMATH DE number 6320850 |
Statements
On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients (English)
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25 July 2014
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strong solutions of SDE's
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Lévy processes
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Yamada-Watanabe principle
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Malliavin calculus
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0.8292111754417419
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0.822295069694519
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0.8081570267677307
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0.8049218058586121
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