L-q (L-p)-theory of stochastic differential equations

Xia, PC; Xie, LJ; Zhang, XC; Zhao, GH

Zhang, XC (corresponding author), Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020; 130 (8): 5188

Abstract

In this paper we show the weak differentiability of the unique strong solution with respect to the starting point x as well as Bismut-Elworthy-Li's de......

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