On some applications of Sobolev flows of SDEs with unbounded drift coefficients

DOI10.1016/j.spl.2018.05.029zbMath1395.60065OpenAlexW2805323411MaRDI QIDQ722671

Olivier Menoukeu Pamen

Publication date: 27 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.029

zbMATH Keywords

Malliavin calculustransport equationBismut-Elworthy-Li formulairregular drift coefficientstrong solutions of SDE's

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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Flows for singular stochastic differential equations with unbounded drifts ⋮ Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

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