scientific article; zbMATH DE number 1287952

MaRDI QIDQ4243320zbMATH OpenFDO

Authors Hailiang Yang

Publication date 11 November 1999

zbMATH Keywords

regularity of stochastic flowsstochastic flowtwo-parameter stochastic differential equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

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(6)

• Some remarks on a linear stochastic differential equation
• The Continuity of SDE With Respect to Initial Value in the Total Variation
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
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• Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation

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