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On some applications of Sobolev flows of SDEs with unbounded drift coefficients - MaRDI portal

On some applications of Sobolev flows of SDEs with unbounded drift coefficients (Q722671)

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scientific article; zbMATH DE number 6911281
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English
On some applications of Sobolev flows of SDEs with unbounded drift coefficients
scientific article; zbMATH DE number 6911281

    Statements

    On some applications of Sobolev flows of SDEs with unbounded drift coefficients (English)
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    27 July 2018
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    strong solutions of SDE's
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    irregular drift coefficient
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    Malliavin calculus
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    transport equation
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    Bismut-Elworthy-Li formula
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