A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s - Concepedia

Concepedia

Publication | Open Access

A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s

DOI Full Paper Access

71

Citations

35

References

2013

Year

Olivier Menoukeu Pamen, Thilo Meyer‐Brandis, Torstein Nilssen, Frank Proske, Tusheng Zhang

Mathematische Annalen

EngineeringVariational AnalysisMalliavin DifferentiabilityVariational ApproachStrong SolutionsStochastic Differential EquationCalculus Of VariationStochastic Differential EquationsVariational Inequalities

References

	Year	Citations

Page 1