























This paper is devoted to a study on SDEs with a bounded Borel drift b. We first remark that the original integration by parts formula due to P. Malliavin can be used to deal with derivatives with respect to space variables, then we obtain a link between the product of heat kernels and iterated divergences in Malliavin calculus. An explicit estimate for the derivative of solutions to SDE is obtained in terms of the L-infinity norm of b; as a result, we prove that the SDE defines a continuous flow of maps in Sobolev spaces.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。