On the law of the minimum in a class of unidimensional SDEs
DOI10.1007/s00032-019-00295-2zbMath1418.60055arXiv1811.06935OpenAlexW2924248897WikidataQ114852544 ScholiaQ114852544MaRDI QIDQ2002080
Giuseppe Da Prato, Alessandra Lunardi, Luciano Tubaro
Publication date: 11 July 2019
Published in: Milan Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.06935
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30)
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Cites Work
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