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Construction of strong solutions of SDE's via Malliavin calculus · Study

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ArticleConstruction of strong solutions of SDE's via Malliavin calculus

Thilo Meyer‐Brandis2009

OA

Articlebronze2009

Construction of strong solutions of SDE's via Malliavin calculus

Thilo Meyer‐Brandis · Frank Proske

63 citations·0/0 files stored·Journal of Functional Analysis

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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References

2007Brownian Motion and Stochastic Calculus 2006The Malliavin Calculus and Related Topics 1995The Malliavin Calculus and Related Topics 1997Stochastic Analysis 1989Brownian Motion and Stochastic Calculus.1971On the uniqueness of solutions of stochastic differential equations 1991Dirichlet Forms and Analysis on Wiener Space 1978Stochastic calculus of variations and hypoelliptic operators

Cited by

2018Strong solutions of mean-field stochastic differential equations with irregular drift 2021C∞− regularization of ODEs perturbed by noise 2019Strong Existence and Higher Order Fréchet Differentiability of Stochastic Flows of Fractional Brownian Motion Driven SDEs with Singular Drift

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Year2009

Typearticle

Published2009-12-17

VenueJournal of Functional Analysis

ISSN-L0022-1236

Languageen

Citations63

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jfa.2009.11.010

openalex_workW2017235256

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