Weak differentiability of solutions to SDEs with semi-monotone drifts (Q2411940)
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scientific article; zbMATH DE number 6797950
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| English | Weak differentiability of solutions to SDEs with semi-monotone drifts |
scientific article; zbMATH DE number 6797950 |
Statements
Weak differentiability of solutions to SDEs with semi-monotone drifts (English)
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25 October 2017
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smoothness of density
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stochastic differential equation
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semi-monotone drift
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Malliavin calculus
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0.9133294
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0.9094551
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0.9081528
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0.90331644
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0.9026952
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0.89962566
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