On the strong Feller property for stochastic delay differential equations with singular drift

DOI10.1016/j.spa.2020.01.008zbMath1448.34151arXiv1709.05648OpenAlexW2754360167WikidataQ126319751 ScholiaQ126319751MaRDI QIDQ2186638

Stefan Bachmann

Publication date: 9 June 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.05648

zbMATH Keywords

strong Feller propertystochastic delay differential equationsstochastic functional differential equationZvonkin's transformationsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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