Noise dependent synchronization of a degenerate SDE
نویسندگان
چکیده
منابع مشابه
Malliavin matrix of degenerate SDE and gradient estimate ∗
In this article, we prove that the inverse of the Malliavin matrix belongs to L(Ω,P) for a class of degenerate stochastic differential equation(SDE). The conditions required are similar to Hörmander’s bracket condition, but we don’t need all coefficients of the SDE are smooth. Furthermore, we obtain a locally uniform estimate for the Malliavin matrix and a gradient estimate. We also prove that ...
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ژورنال
عنوان ژورنال: Stochastics and Dynamics
سال: 2017
ISSN: 0219-4937,1793-6799
DOI: 10.1142/s0219493718500077