A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s

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Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients (2014, methodology): “Moreover, Bismut–Elworthy–Li’s formula was also established in [25] by using the Sobolev and Malliavin differentiabilities of strong solutions with respect to the initial values and sample paths, respectively.”
Strong Solutions of Mean-Field Stochastic Differential Equations with irregular drift (2018, methodology): “This re-interpretation allows to apply the ideas and techniques developed in [2],[31] and [33] on strong solutions of SDEs with irregular coefficients to equation (6).”
Stochastic differential equations with Sobolev diffusion and singular drift and applications (2016, methodology): “It should be noticed that when σt (x) = σt and bt (x) are bounded, (A), (B) and (C) were studied in [18] and [19] by using different arguments.”
$L^q(L^p)$-theory of stochastic differential equations (2019, background): “In particular, we extend the main results in [10,11,22] to more general cases, and our proofs are much simpler than [10].”