Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients (Q2285767)
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| 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 |
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Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients (English)
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9 January 2020
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strong Feller property
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continuous dependence of initial data
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stochastic differential equations
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Hölder continuous coefficients
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local time
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coupling method
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Girsanov's transform
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