Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift

DOI10.1080/17442508.2016.1144755zbMath1366.60083OpenAlexW2340654753MaRDI QIDQ2833700

Torstein Nilssen

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1144755

zbMATH Keywords

Malliavin calculuswhite noise theorySobolev-differentiability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)

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