Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts
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Publication:5239842
DOI10.1137/18M1218662zbMath1423.60063arXiv1810.01314WikidataQ127025420 ScholiaQ127025420MaRDI QIDQ5239842
Olivier Menoukeu Pamen, Ludovic Tangpi
Publication date: 23 October 2019
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.01314
Malliavin calculusexplicit representationrandom driftcompactness criterionmeasurable driftSobolev differentiable flow
Random fields (60G60) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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