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Local Hölder Continuity Property of the Densities of Solutions of SDEs with Singular Coefficients

✍ Scribed by Masafumi Hayashi, Arturo Kohatsu-Higa, Gô Yûki


Book ID
120739923
Publisher
Springer US
Year
2012
Tongue
English
Weight
627 KB
Volume
26
Category
Article
ISSN
0894-9840

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Flow of diffeomorphisms for SDEs with un
✍ F. Flandoli; M. Gubinelli; E. Priola 📂 Article 📅 2010 🏛 Elsevier Science 🌐 French ⚖ 204 KB

We consider a SDE with a smooth multiplicative non-degenerate noise and a possibly unbounded Hölder continuous drift term. We prove the existence of a global flow of diffeomorphisms by means of a special transformation of the drift of Itô-Tanaka type. The proof requires non-standard elliptic estimat