On some applications of Sobolev flows of SDEs with unbounded drift coefficients

Author:

Menoukeu Pamen Olivier

Funder

German Federal Ministry of Education and Research entitled German Research Chair

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference16 articles.

1. A short proof of a martingale representation result;Elliott;Statist. Probab. Lett.,1988

2. Formulae for the derivatives of heat semigroups;Elworthy;J. Funct. Anal.,1994

3. Strong Markov continuous local martingales and solutions of one-dimensional stochastic differential equations, I, II, III;Engelbert;Math. Nachr.,1989

4. Random Perturbation of PDE’s and Fluid Dynamic Models;Flandoli,2011

5. Applications of Malliavin calculus to Monte Carlo methods in finance;Fournier;Finance Stoch.,1999

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