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      Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

      Author(s): , ,
      Publication date Created:
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      Journal: Bulletin des Sciences Mathématiques
      Publisher: Elsevier BV

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          Strong solutions of stochastic equations with singular time dependent drift

          N.V. Krylov, M. R�ckner (2005)
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            Formulae for the Derivatives of Heat Semigroups

            K.D. Elworthy, X.M. Li (1994)
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              Applications of Malliavin calculus to Monte Carlo methods in finance

              Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux … (1999)
              Article 0 comments Cited 56 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Bulletin des Sciences Mathématiques
                Abbreviated Title: Bulletin des Sciences Mathématiques
                Publisher: Elsevier BV
                ISSN (Print): 00074497
                Publication date Created: June 2010
                Publication date (Print): June 2010
                Volume: 134
                Issue: 4
                Pages: 405-422
                Article
                DOI: 10.1016/j.bulsci.2010.02.003
                SO-VID: 96a56706-0ba9-4dfa-afba-d5e794626341
                Copyright © © 2010
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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