Absolute Continuity of the Laws of Perturbed Diffusion Processes and Perturbed Reflected Diffusion Processes
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DOI: 10.1007/s10959-013-0499-7
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- Zhang, Tu-Sheng, 1994. "On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary," Stochastic Processes and their Applications, Elsevier, vol. 50(1), pages 135-147, March.
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- Gassiat, Paul & Mądry, Łukasz, 2023. "Perturbations of singular fractional SDEs," Stochastic Processes and their Applications, Elsevier, vol. 161(C), pages 137-172.
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Keywords
Perturbed diffusion processes; Perturbed reflected diffusion processes; Malliavin differentiability; Absolute continuity; Comparison theorem;All these keywords.
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