Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients

DOI10.1214/20-ECP284zbMath1428.60085OpenAlexW3000592251MaRDI QIDQ2285767

Hua Zhang

Publication date: 9 January 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-ecp284

zbMATH Keywords

stochastic differential equationslocal timecoupling methodstrong Feller propertyGirsanov's transformHölder continuous coefficientscontinuous dependence of initial data

Mathematics Subject Classification ID

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

Related Items (4)

Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients ⋮ On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions}

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• Harnack Inequalities for Stochastic Partial Differential Equations
• Harnack inequalities for SDEs with multiplicative noise and non-regular drift

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