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• W2010424281 abstract "In this paper we introduce a new technique to construct unique strong solutions of SDE's with singular coefficients driven by certain Lévy processes. Our method which is based on Malliavin calculus does not rely on a pathwise uniqueness argument. Furthermore, the approach, which provides a direct construction principle, grants the additional insight that the obtained solutions are Malliavin differentiable." @default.
• W2010424281 created "2016-06-24" @default.
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• W2010424281 date "2014-04-01" @default.
• W2010424281 modified "2023-09-24" @default.
• W2010424281 title "On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients" @default.
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• W2010424281 doi "https://doi.org/10.1016/j.jfa.2014.02.009" @default.
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