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

نویسندگان

چکیده

Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient the square root a differentiable function but not itself. For every $m\in\{0,1,2\}$ establish an upper bound $C^m$-norm semigroup such in terms $C^m$-norms drift and squared coefficient. The constants our are often dimension-independent. Our estimates thus suitable analyzing certain high-dimensional infinite-dimensional degenerate equations.

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ژورنال

عنوان ژورنال: ALEA-Latin American Journal of Probability and Mathematical Statistics

سال: 2021

ISSN: ['1980-0436']

DOI: https://doi.org/10.30757/alea.v18-14