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2020 Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients
Hua Zhang
Electron. Commun. Probab. 25(none): 1-10 (2020). DOI: 10.1214/20-ECP284

Abstract

In this paper, under the assumption of Hölder continuous coefficients, we prove the strong Feller property and continuous dependence on initial data for the solution to one-dimensional stochastic differential equations whose proof are based on the technique of local time, coupling method and Girsanov’s transform.

Citation

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Hua Zhang. "Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients." Electron. Commun. Probab. 25 1 - 10, 2020. https://doi.org/10.1214/20-ECP284

Information

Received: 1 November 2018; Accepted: 4 January 2020; Published: 2020
First available in Project Euclid: 7 January 2020

zbMATH: 1428.60085
Digital Object Identifier: 10.1214/20-ECP284

Subjects:
Primary: 60H10

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