Pages that link to "Item:Q2090325"

The following pages link to Counterexamples to local Lipschitz and local Hölder continuity with respect to the initial values for additive noise driven stochastic differential equations with smooth drift coefficient functions with at most polynomially growing derivatives (Q2090325):

Displaying 3 items.

• Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations (Q1275924) (← links)
• On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values (Q2033122) (← links)
• Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions (Q6617185) (← links)