A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs

DOI10.1007/s00208-013-0916-3zbMath1282.60057OpenAlexW2143952512MaRDI QIDQ382307

Thilo Meyer-Brandis, Torstein Nilssen, Olivier Menoukeu Pamen, Frank Norbert Proske, Tu-Sheng Zhang

Publication date: 18 November 2013

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/38088

zbMATH Keywords

stochastic differential equationMalliavin calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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