Ornstein–Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
Crossref DOI link: https://doi.org/10.1007/s00440-020-00991-w
Published Online: 2020-08-07
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gordina, Maria http://orcid.org/0000-0002-9003-7362
Röckner, Michael
Teplyaev, Alexander
Funding for this research was provided by:
National Science Foundation (DMS-1712427)
Simons Foundation (Simons Fellowship)
Text and Data Mining valid from 2020-08-07
Version of Record valid from 2020-08-07
Article History
Received: 11 April 2019
Revised: 14 June 2020
First Online: 7 August 2020