摘要
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.
本文研究具有超线性漂移和Hölder扩散系数的随机微分方程的强Feller性质.利用Girsanov定理、耦合法、截断法和Yamada-Watanabe近似技术,得到了解的强Feller性质.
出处
《应用数学》
北大核心
2024年第4期1066-1073,共8页
Mathematica Applicata
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)。
