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20122026
most citedSobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation

82 citations · 147 across the 21 of their papers we have counts for

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math.PR2024

Malliavin Calculus for rough stochastic differential equations

Fabio Bugini, Michele Coghi, Torstein Nilssen

In this work we show that rough stochastic differential equations (RSDEs), as introduced by Friz, Hocquet, and Lê (2021), are Malliavin differentiable. We use this to prove existen…

math.PR2024

Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions

James-Michael Leahy, Torstein Nilssen

We introduce the concept of finite -scaled quadratic variation along a sequence of partitions for paths on a given interval. This concept, with historical roots in the study of…