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

Thomas Skov Knudsen

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Stochastics and Stochastics Reports
Volume	58
Pages (from-to)	93-113
ISSN	1045-1129
Publication status	Published - 1996

OpenUrl availability

@article{2171846e087f4c388e78ff969bce60ce,

title = "Mean square differentiability with respect to the coefficients of solutions of stochastic differential equations",

author = "Knudsen, {Thomas Skov}",

year = "1996",

language = "English",

volume = "58",

pages = "93--113",

journal = "Stochastics and Stochastics Reports",

issn = "1045-1129",

publisher = "Taylor & Francis",

}