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

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Hölder continuity property of the densities of SDEs with singular drift coefficients
2.	Creator	Author's name, affiliation, country	Masafumi Hayashi; University of the Ryukyus and Japan Science and Technology Agency; Japan
2.	Creator	Author's name, affiliation, country	Arturo Higa Kohatsu; Ritsumeikan University and Japan Science and Technology Agency; Japan
2.	Creator	Author's name, affiliation, country	Go Yuki; Ritsumeikan University and Japan Science and Technology Agency; Japan
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Malliavin Calculus, non-smooth drift, density function, Fourier analysis.
3.	Subject	Subject classification	Primary 60H07, Secondary 60H10
4.	Description	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.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	grants of the Japanese government
7.	Date	(YYYY-MM-DD)	2014-08-26
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/2609
10.	Identifier	Digital Object Identifier	10.1214/EJP.v19-2609
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 19
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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