Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift (Q2833700)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift |
scientific article |
Statements
Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift (English)
0 references
25 November 2016
0 references
Sobolev-differentiability
0 references
Malliavin calculus
0 references
white noise theory
0 references