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- W2949207967 abstract "In this work we present a condition for the regularity, in both space and Malliavin sense, of strong solutions to SDEs driven by Brownian motion. We conjecture that this condition is optimal. As a consequence, we are able to improve the regularity of densities of such solutions. We also apply these results to construct a classical solution to the stochastic transport equation when the drift is Lipschitz." @default.
- W2949207967 created "2019-06-27" @default.
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- W2949207967 date "2014-10-03" @default.
- W2949207967 modified "2023-09-27" @default.
- W2949207967 title "Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation" @default.
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