The Continuity of SDE With Respect to Initial Value in the Total Variation

DOI10.11845/SXJZ.2014024BMaRDI QIDQ3461270zbMATH OpenOpenAlexFDO

Authors Xuhui Peng

Publication date 15 January 2016

Full work available at URL http://www.oaj.pku.edu.cn/sxjz/EN/10.11845/sxjz.2014024b

zbMATH Keywords

Hörmander's conditionstochastic differential equationsstrong Feller property

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations
• scientific article; zbMATH DE number 4153589
• On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients
• scientific article; zbMATH DE number 1287952
• On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
• Continuity of distributions of semiregenerative processes
• Continuity of the Ito stochastic integral in Hilbert spaces

Cited in

(2)

• On the strong regularity of degenerate additive noise driven stochastic differential equations with respect to their initial values
• Gradual convergence for Langevin dynamics on a degenerate potential

This page was built for publication: The Continuity of SDE With Respect to Initial Value in the Total Variation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3461270)