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