Hölder continuity property of the densities of SDEs with singular drift coefficients (Q743505): Difference between revisions
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English | Hölder continuity property of the densities of SDEs with singular drift coefficients |
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Hölder continuity property of the densities of SDEs with singular drift coefficients (English)
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24 September 2014
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stochastic differential equations
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Malliavin calculus
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Hölder continuity
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non-smooth drift
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density function
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Fourier analysis
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