On some applications of Sobolev flows of SDEs with unbounded drift coefficients
type: Item
instance of: scholarly article
title: On some applications of Sobolev flows of SDEs with unbounded drift coefficients
zbMATH Open document ID: 1395.60065
author: Olivier Menoukeu-Pamen
published in: Statistics \& Probability Letters
publication date: 2018-07-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H40
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 6911281
zbMATH Keywords: strong solutions of SDE's
zbMATH Keywords: irregular drift coefficient
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: transport equation
zbMATH Keywords: Bismut-Elworthy-Li formula
MaRDI profile type: Publication
full work available at URL: j.spl.2018.05.029
OpenAlex ID: W2805323411
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DOI: 10.1016/J.SPL.2018.05.029
description: scientific article; zbMATH DE number 6911281