In this paper,we investigate the strong Feller property of stochastic differential equations(SDEs)with super-linear drift and Hölder diffusion coefficients.By utilizing the Girsanov theorem,coupling method,trunca...In this paper,we investigate the strong Feller property of stochastic differential equations(SDEs)with super-linear drift and Hölder diffusion coefficients.By utilizing the Girsanov theorem,coupling method,truncation method and the Yamada-Watanabe approximation technique,we derived the strong Feller property of the solution.展开更多
基金Supported by the National Natural Science Foundation of China(11926322)the Fundamental Research Funds for the Central Universities of South-Central MinZu University(CZY22013,3212023sycxjj001)。
文摘In this paper,we investigate the strong Feller property of stochastic differential equations(SDEs)with super-linear drift and Hölder diffusion coefficients.By utilizing the Girsanov theorem,coupling method,truncation method and the Yamada-Watanabe approximation technique,we derived the strong Feller property of the solution.
基金Supported by the National Natural Science Foundation of China(11926322)“the Fundamental Research Funds for the Central Universities”,South-Central Min Zu University(CZY22013,3212023sycxjj001)。
