A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift and a Gaussian noise (Q3130729)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift and a Gaussian noise |
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23 January 2018
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stochastic flow
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continuous additive functional
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differentiability with respect to initial data
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math.PR
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