Time—periodic weak solutions
نویسندگان
چکیده
منابع مشابه
Weak differentiability of solutions to SDEs with semi-monotone drifts
In this work we prove Malliavin differentiability for the solution to an SDE with locally Lipschitz and semi-monotone drift. To prove this formula, we construct a sequence of SDEs with globally Lipschitz drifts and show that the $p$-moments of their Malliavin derivatives are uniformly bounded.
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متن کاملweak differentiability of solutions to sdes with semi-monotone drifts
in this work we prove malliavin differentiability for the solution to an sde with locally lipschitz and semi-monotone drift. to prove this formula, we construct a sequence of sdes with globally lipschitz drifts and show that the $p$-moments of their malliavin derivatives are uniformly bounded.
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 1990
ISSN: 0161-1712,1687-0425
DOI: 10.1155/s0161171290000199