On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On some applications of Sobolev flows of SDEs with unbounded drift coefficients
scientific article

    Statements

    On some applications of Sobolev flows of SDEs with unbounded drift coefficients (English)
    0 references
    27 July 2018
    0 references
    strong solutions of SDE's
    0 references
    irregular drift coefficient
    0 references
    Malliavin calculus
    0 references
    transport equation
    0 references
    Bismut-Elworthy-Li formula
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references