Uniqueness in law for stochastic boundary value problems
DOI10.1007/s10884-010-9182-1zbMath1253.60070arXiv0910.2886OpenAlexW2008812692MaRDI QIDQ650171
Publication date: 25 November 2011
Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.2886
Malliavin calculuspathwise uniquenessuniqueness in lawanticipative Girsanov theoremsecond-order ordinary SDEsstochastic boundary value problems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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