On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671)
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scientific article; zbMATH DE number 6911281
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| English | On some applications of Sobolev flows of SDEs with unbounded drift coefficients |
scientific article; zbMATH DE number 6911281 |
Statements
On some applications of Sobolev flows of SDEs with unbounded drift coefficients (English)
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27 July 2018
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strong solutions of SDE's
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irregular drift coefficient
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Malliavin calculus
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transport equation
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Bismut-Elworthy-Li formula
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0.8665949106216431
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0.8348732590675354
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0.8239577412605286
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0.8180346488952637
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