✦ LIBER ✦

Malliavin regularity of solutions to mixed stochastic differential equations

✍ Scribed by Shevchenko, Georgiy; Shalaiko, Taras

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Integrability of Solutions to Mixed Stoc

✍ Shevchenko, Georgiy M. 📂 Article 📅 2014 🏛 Springer US 🌐 English ⚖ 200 KB

Path regularity for solutions of backwar

✍ Jin Ma; J. Zhang 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 237 KB

Lipschitz regularity of solutions for mi

✍ Guy Barles; Emmanuel Chasseigne; Adina Ciomaga; Cyril Imbert 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 501 KB

Malliavin differentiability of solutions

✍ Inahama, Yuzuru 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 413 KB

Application of Malliavin calculus to a c

✍ Nguyen Minh Duc; D. Nualart; M. Sanz 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 883 KB

Malliavin calculus applied to optimal co

✍ Menoukeu Pamen, Olivier; Meyer-Brandis, Thilo; Proske, Frank; Binti Salleh, Hass 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 286 KB