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- W4299600558 abstract "In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's under an integrability condition on the drift coefficient. The obtained solutions turn out to be Malliavin differentiable and are used to derive a Bismut-Elworthy-Li formula for solutions of the Kolmogorov equation." @default.
- W4299600558 created "2022-10-02" @default.
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- W4299600558 date "2015-03-31" @default.
- W4299600558 modified "2023-09-27" @default.
- W4299600558 title "Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle" @default.
- W4299600558 doi "https://doi.org/10.48550/arxiv.1503.09019" @default.
- W4299600558 hasPublicationYear "2015" @default.
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