Construction of strong solutions of SDE's via Malliavin calculus-Reference-Cited by-同舟云学术

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Construction of strong solutions of SDE's via Malliavin calculus

Published:2010-06 Issue:11 Volume:258 Page:3922-3953
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Meyer-Brandis Thilo,Proske Frank

Publisher

Elsevier BV

Subject

Analysis

Reference31 articles.

1. Gewöhnliche Differentialgleichungen;Amann,1983

2. Dirichlet Forms and Analysis on Wiener Space;Bouleau,1991

3. Compact families of Wiener functionals;Da Prato;C. R. Acad. Sci. Paris, Sér. I,1992

4. Malliavin Calculus for Lévy Processes with Applications to Finance;Di Nunno,2009

5. Integration with respect to local time;Eisenbaum;Potential Anal.,2000

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