Item:Q2636941: Difference between revisions
From MaRDI portal
Item:Q2636941
Set profile property. |
EloiFerrer (talk | contribs) Redirected to Q743505 Tag: New redirect |
||||||||||||||
| (5 intermediate revisions by 3 users not shown) | |||||||||||||||
| redirect | redirect | ||||||||||||||
Q743505 | |||||||||||||||
| label / en | label / en | ||||||||||||||
| description / en | description / en | ||||||||||||||
| Property / instance of | |||||||||||||||
| Property / instance of: scholarly article / rank | |||||||||||||||
| Property / title | |||||||||||||||
| Property / title: Local Hölder continuity property of the densities of solutions of SDEs with singular coefficients (English) / rank | |||||||||||||||
| Property / zbMATH Open document ID | |||||||||||||||
| Property / zbMATH Open document ID: 1294.60081 / rank | |||||||||||||||
| Property / DOI | |||||||||||||||
| Property / DOI: 10.1007/s10959-012-0430-7 / rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Masafumi Hayashi / rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Arturo Kohatsu-Higa / rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Go Yuki / rank | |||||||||||||||
| Property / published in | |||||||||||||||
| Property / published in: Journal of Theoretical Probability / rank | |||||||||||||||
| Property / publication date | |||||||||||||||
| |||||||||||||||
| Property / publication date: 18 February 2014 / rank | |||||||||||||||
| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://arxiv.org/abs/1206.1117 / rank | |||||||||||||||
| Property / review text | |||||||||||||||
| Property / review text: The authors consider a homogeneous Itō process \[ X_t= x+ \int^t_0 \sigma(X_s)\,dB_s+ \int^t_0 b(X_s)\,ds,\quad 0\leq t\leq T, \] assuming that: -- \(B\) is a real Brownian motion; -- \(\sigma\) and \(b\) are Borelian bounded on \(I:= ]y-r,y+r[\); -- \(\sigma\in C^\infty_b(I)\) and \(\sigma\geq \sigma_0> 0\) on \(I\); and -- \(b/\sigma\) is an \(\alpha\)-Hölderian on \(I\), for some \(0<\alpha<1\). Then the authors prove that for any \(0<\gamma<\alpha\) and \(0\leq t\leq T\), \(X_t\) admits a \(\gamma\)-Hölderian density on \(]y-{r\over 6},y+{r\over 6}[\). They proceed by a Girsanov transform supporting the drift term, localization to \(I\), smoothing of the Girsanov exponential martingale, and Malliavin calculus. / rank | |||||||||||||||
| Property / reviewed by | |||||||||||||||
| Property / reviewed by: Jacques Franchi / rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60H07 / rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||||||||||||||
| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 6259118 / rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
| Property / zbMATH Keywords: non-smooth drift / rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
| Property / zbMATH Keywords: density function / rank | |||||||||||||||
| Property / MaRDI profile type | |||||||||||||||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 15:31, 29 April 2024
Redirect to:
