%0 Journal Article %T Weak differentiability of solutions to SDEs with semi-monotone drifts %J Bulletin of the Iranian Mathematical Society %I Iranian Mathematical Society (IMS) %Z 1017-060X %A Tahmasebi, M. %A Zamani, S. %D 2015 %\ 08/01/2015 %V 41 %N 4 %P 873-888 %! Weak differentiability of solutions to SDEs with semi-monotone drifts %K Smoothness of density‎ %K ‎stochastic differential equation‎ %K ‎semi-monotone drift‎ %K ‎Malliavin calculus‎ %R %X ‎In this work we prove Malliavin differentiability for the solution to an SDE with locally Lipschitz and semi-monotone drift‎. ‎To prove this formula‎, ‎we construct a sequence of SDEs with globally Lipschitz drifts and show that the $p$-moments of their Malliavin derivatives are uniformly bounded‎. %U http://bims.iranjournals.ir/article_658_2ab7442f4f63800d77c94e0b6718fa4a.pdf