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

DOI10.3934/DCDSB.2021203zbMath1498.60218arXiv2001.03472OpenAlexW3000282228WikidataQ115219167 ScholiaQ115219167MaRDI QIDQ2090325

Larisa Yaroslavtseva, Benno Kuckuck, Arnulf Jentzen, Thomas Müller-Gronbach

Publication date: 25 October 2022

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.03472

zbMATH Keywords

stochastic differential equationscounterexampleregularity analysisSDEsinitial value regularity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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