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

Author: Hayashi Masafumi   Kohatsu-Higa Arturo   Yûki Gô  

Publisher: Springer Publishing Company

ISSN: 0894-9840

Source: Journal of Theoretical Probability, Vol.26, Iss.4, 2013-12, pp. : 1117-1134

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Abstract