On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values
Jentzen A, Kuckuck B, Müller-Gronbach T, Yaroslavtseva L
Research article (journal) | Peer reviewedDetails about the publication
Journal: Journal of Mathematical Analysis and Applications (J. Math. Anal. Appl.)
Volume: 502
Issue: 2
Status: Published
Release year: 2021
Language in which the publication is written: English
Link to the full text: https://doi.org/10.1016/j.jmaa.2021.125240
Authors from the University of Münster
| Jentzen, Arnulf | Institute for Analysis and Numerics |
| Kuckuck, Benno | Mathematical Institute |