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Hölder continuity property of the densities of SDEs with singular drift coefficients

   
@article{EJP2609,
	author = {Masafumi Hayashi and Arturo Kohatsu and Go Yuki},
	title = {Hölder continuity property of the densities of SDEs with singular drift coefficients},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {Malliavin Calculus, non-smooth drift, density function, Fourier analysis.},
	abstract = {We prove that the solution of stochastic differential equations with deterministic diffusion coefficient admits a Hölder continuous density via a condition on the integrability of the Fourier transform of the drift coefficient. In our result, the integrability is an important factor to determine the order of Hölder continuity of the density. Explicit examples and some applications are given.},
	pages = {no. 76, 1-22},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-2609},    
        url = {http://ejp.ejpecp.org/article/view/2609}}