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Differentiability of SDEs with drifts of super-linear growth (2019)

First Author: Imkeller P

Attributed to: Pathwise integration, Malliavin calculus and stochastic control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/18-ejp261

Publication URI: http://dx.doi.org/10.1214/18-ejp261

Type: Journal Article/Review

Parent Publication: Electronic Journal of Probability

Issue: none