Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises

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Publication:5080068

DOI10.1080/17442508.2021.1959585zbMath1495.60049OpenAlexW3186264325MaRDI QIDQ5080068

Xiliang Fan, Rong Yu

Publication date: 31 May 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2021.1959585






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