Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada--Watanabe principle.
| Autor: | Baños, David R.1 davidru@math.uio.no, Duedahl, Sindre1 sindred@math.uio.no, Meyer-Brandis, Thilo2 Meyer-Brandis@math.lmu.de, Proske, Frank1 proske@math.uio.no |
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| Zdroj: | Annales de l'Institut Henri Poincare (B) Probability & Statistics. Aug2018, Vol. 54 Issue 3, p1464-1491. 28p. |
| Databáze: | Academic Search Ultimate |
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