Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises (Q5080068)
From MaRDI portal
scientific article; zbMATH DE number 7533897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises |
scientific article; zbMATH DE number 7533897 |
Statements
Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises (English)
0 references
31 May 2022
0 references
derivative formula
0 references
gradient estimate
0 references
fractional Brownian motion
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
