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
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
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