One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients

DOI10.1016/J.JMAA.2024.128166MaRDI QIDQ6130367zbMATH OpenOpenAlexFDO

Authors Jiagang Ren, Hua Zhang

Publication date 2 April 2024

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2024.128166

zbMATH Keywords

local timestrong Feller propertyZvonkin's transformationnon-confluent propertyHölder continuous diffusion coefficientsLPS-type singular drift coefficients

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integral equations (60H20)

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