Mean square differentiability with respect to the coefficients of solutions of stochastic differential equations

Thomas Skov Knudsen

    Research output: Contribution to journalJournal articleResearchpeer-review

    Original languageEnglish
    JournalStochastics and Stochastics Reports
    Volume58
    Pages (from-to)93-113
    ISSN1045-1129
    Publication statusPublished - 1996

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