On the strong Feller property for stochastic delay differential equations with singular drift (Q2186638)
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English | On the strong Feller property for stochastic delay differential equations with singular drift |
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On the strong Feller property for stochastic delay differential equations with singular drift (English)
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9 June 2020
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The strong Feller property is proven for stochastic delay (or functional) differential equations with singular drift by extending an approach of \textit{B. Maslowski} and \textit{J. Seidler} [Probab. Theory Relat. Fields 118, No. 2, 187--210 (2000; Zbl 0966.60076)]. The argumentation is based on the wellposedness and the strong Feller property of the equations' drift-free version. To this aim, a certain convergence of random variables in topological spaces is investigated in order to deal with discontinuous drift coefficients.
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stochastic delay differential equations
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stochastic functional differential equation
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strong Feller property
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singular drift
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Zvonkin's transformation
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