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Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient

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References

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Cited by

2018Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts39 cited
2016Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients39 cited
2018Stochastic Hamiltonian flows with singular coefficients38 cited
2017

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The exact Taylor formula of the implied volatility

23 cited