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

DOI10.11845/SXJZ.2014024BzbMATH Open1340.60092OpenAlexW2979999848MaRDI QIDQ3461270FDOQ3461270

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

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zbMATH Keywords

stochastic differential equationsstrong Feller propertyHörmander's condition

Mathematics Subject Classification ID

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

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