Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients

zbMath1469.60245arXiv1803.10608MaRDI QIDQ5856498

Daniel Pieper, Martin Hutzenthaler

Publication date: 26 March 2021

Full work available at URL: https://arxiv.org/abs/1803.10608

zbMATH Keywords

squareMarkov semigroupsdiffusion processesFeller semigroups

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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