Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
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Publication:504243
DOI10.1214/15-AOP1057zbMath1405.60081arXiv1407.5834OpenAlexW2556737977MaRDI QIDQ504243
Publication date: 13 January 2017
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.5834
irreducibilityweak differentiabilityKrylov's estimateZvonkin's transformationstrong Feller differentiability
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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