摘要
By establishing a characterization for Sobolev differentiability of random fields, we prove the weak differentiability of solutions to stochastic differential equations with local Sobolev and super-linear growth coefficients with respect to the starting point. Moreover, we also study the strong Feller property and the irreducibility to the associated diffusion semigroup.
源语言 | 英语 |
---|---|
页(从-至) | 3661-3687 |
页数 | 27 |
期刊 | Annals of Probability |
卷 | 44 |
期 | 6 |
DOI | |
出版状态 | 已出版 - 2016 |
已对外发布 | 是 |
指纹
探究 'Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients' 的科研主题。它们共同构成独一无二的指纹。引用此
Xie, L., & Zhang, X. (2016). Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients. Annals of Probability, 44(6), 3661-3687. https://doi.org/10.1214/15-AOP1057