Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients (Q2285767): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients |
scientific article |
Statements
Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients (English)
0 references
9 January 2020
0 references
strong Feller property
0 references
continuous dependence of initial data
0 references
stochastic differential equations
0 references
Hölder continuous coefficients
0 references
local time
0 references
coupling method
0 references
Girsanov's transform
0 references
