Differentiability of semigroups of stochastic differential equations with Hölder-continuous diffusion coefficients-Reference-Cited by-同舟云学术

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Differentiability of semigroups of stochastic differential equations with Hölder-continuous diffusion coefficients

Published:2021 Issue:1 Volume:18 Page:309
ISSN:1980-0436
Container-title:Latin American Journal of Probability and Mathematical Statistics
language:en
Short-container-title:ALEA

Author:

Hutzenthaler Martin,Pieper Daniel

Publisher

Institute for Applied and Pure Mathematics (IMPA)

Subject

Statistics and Probability

Reference14 articles.

1. Comparison of interacting diffusions and an application to their ergodic theory

2. Multiple time scale analysis of interacting diffusions

3. Differentiability preserving properties of a class of semigroups

4. Transition probabilities for degenerate diffusions arising in population genetics

5. Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Singular Lyapunov operator equations: applications to $$C^*-$$algebras, Fréchet derivatives and abstract Cauchy problems;Analysis and Mathematical Physics;2021-09-07

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