Hölder continuity property of the densities of SDEs with singular drift coefficients

DOI10.1214/EJP.v19-2609zbMath1310.60081arXiv1206.1117OpenAlexW1987222341MaRDI QIDQ743505

Go Yuki, Arturo Higa Kohatsu, Masafumi Hayashi, Arturo Kohatsu-Higa

Publication date: 24 September 2014

Published in: Electronic Journal of Probability, Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1117

zbMATH Keywords

Malliavin calculusstochastic differential equationsFourier analysisHölder continuitydensity functionnon-smooth drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients, Hölder regularity of the densities for the Navier-Stokes equations with noise, Probability density function of SDEs with unbounded and path-dependent drift coefficient, Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term, Stochastic formulations of the parametrix method, A simple method for the existence of a density for stochastic evolutions with rough coefficients, Time regularity of the densities for the Navier-Stokes equations with noise, On numerical density approximations of solutions of SDEs with unbounded coefficients, Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation, Density for solutions to stochastic differential equations with unbounded drift, Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations

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